{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### In this notebook we will cover how to compute the skew metric from the paper [\"What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?\"](http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1107464) by Yuhang Xing, Xiaoyan Zhang and Rui Zhao using `dask` and `pandas`. \n",
    "\n",
    "### Why Dask and Not Just Pandas?\n",
    "\n",
    "If you are not familiar with the package, `dask` is designed to provide easy parallelization of code on a single machine or across clusters. The primary benefit of `dask`, for most users, is that it provides tools to work on data that is __too big__ to fit __in-memory__. \n",
    "\n",
    "If you have been a `pandas` user for any length of time you likely will have encountered __memory errors__, sometimes, even in situations where you _should_ have enough memory available on your system. The primary creator of `pandas`, Wes McKinney has stated that the memory handling is one of the main pain points of his creation, and until such time that another tool(set) can be developed to replace it, `dask` does an admirable job of alleviating these issues for us. \n",
    "\n",
    "The intuition behind how `dask` works with `pandas` can be likened to the __split-apply-combine__ logic of the groupby function. Dask intelligently splits up the data into blocks, applies transformations and operations, and then combines them for a final result. To boost the performance of this process it creates a __task graph__. The task graph does the job of organizing the tasks in such a manner as to cache intermediate results that apply to all the blocks, so that they don't have to be recalculated/reprocessed unnecessarily and to provide concurrency to other tasks where appropriate. \n",
    "\n",
    "What makes it particularly attractive for `pandas` users is that it borrows much of the syntax and api directly from `pandas` which lowers the learning curve tremendously. "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "2017-11-22T19:57:09-07:00\n",
      "\n",
      "CPython 3.6.2\n",
      "IPython 6.1.0\n",
      "\n",
      "compiler   : GCC 4.8.2 20140120 (Red Hat 4.8.2-15)\n",
      "system     : Linux\n",
      "release    : 4.10.0-38-generic\n",
      "machine    : x86_64\n",
      "processor  : x86_64\n",
      "CPU cores  : 12\n",
      "interpreter: 64bit\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/home/bcr/anaconda3/envs/bayesian/lib/python3.6/site-packages/statsmodels/compat/pandas.py:56: FutureWarning: The pandas.core.datetools module is deprecated and will be removed in a future version. Please use the pandas.tseries module instead.\n",
      "  from pandas.core import datetools\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "pandas 0.21.0\n",
      "pandas_datareader 0.5.0\n",
      "numpy 1.13.1\n",
      "scipy 1.0.0\n",
      "matplotlib 2.1.0\n",
      "seaborn 0.8.1\n",
      "plotnine 0.3.0\n",
      "dask 0.16.0\n",
      "pyarrow 0.7.1\n",
      "fastparquet 0.1.3\n"
     ]
    }
   ],
   "source": [
    "%load_ext watermark\n",
    "%watermark\n",
    "\n",
    "import sys\n",
    "import os\n",
    "\n",
    "data_dir = '~/option_skew_project_public/data/'\n",
    "script_dir = '~/option_skew_project_public/scripts/'\n",
    "sys.path.append(script_dir)\n",
    "import pq_save\n",
    "\n",
    "#import dask.dataframe as dd\n",
    "from dask import delayed, dataframe as dd\n",
    "from dask.diagnostics import ProgressBar\n",
    "pbar = ProgressBar(); pbar.register()\n",
    "\n",
    "import pandas as pd\n",
    "import pyarrow as pa\n",
    "import pyarrow.parquet as pq\n",
    "\n",
    "pd.options.display.float_format = '{:,.4f}'.format\n",
    "import numpy as np\n",
    "import scipy.stats as stats\n",
    "\n",
    "from mpl_toolkits import mplot3d\n",
    "import matplotlib as mpl\n",
    "import matplotlib.pyplot as plt\n",
    "%matplotlib inline\n",
    "\n",
    "import plotnine as pn\n",
    "import mizani.breaks as mzb\n",
    "import mizani.formatters as mzf\n",
    "\n",
    "from glob import glob\n",
    "import seaborn as sns\n",
    "blue, green, red, purple, gold, teal = sns.color_palette('colorblind', 6)\n",
    "from tqdm import tqdm\n",
    "import warnings\n",
    "warnings.filterwarnings(\"ignore\")\n",
    "\n",
    "print()\n",
    "%watermark -p pandas,pandas_datareader,numpy,scipy,matplotlib,seaborn,plotnine,dask,pyarrow,fastparquet"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "def cprint(df):\n",
    "    print('-'*79)\n",
    "    print('dataframe information')\n",
    "    print('-'*79)\n",
    "    print(df.tail(5))\n",
    "    print('-'*50)\n",
    "    print(df.info())\n",
    "    print('-'*79)    \n",
    "    print()\n",
    "\n",
    "def lower_columns(df):\n",
    "    \"\"\"fn: to lower columns\n",
    "    pipe func #1\n",
    "    \"\"\"\n",
    "    df.columns = df.columns.str.lower()\n",
    "    return df\n",
    "\n",
    "def standardize_option_type_text(df):\n",
    "    \"\"\"fn: to lower option type ex. \"Call\" --> \"call\"\n",
    "    pipe func #2\n",
    "    \"\"\"\n",
    "    df['type'] = df['type'].str.lower()\n",
    "    return df\n",
    "\n",
    "# add spread and midpoint data to Yahoo\n",
    "def compute_spread(df):\n",
    "    \"\"\"fn: to compute spread,midpoint,relative spread of bid-ask\n",
    "    pipe func #3\n",
    "    \"\"\"    \n",
    "    return (df\n",
    "            .assign(spread = lambda df: df.ask - df.bid)\n",
    "            .assign(mid_quote = lambda df: (df.ask + df.bid)/2)\n",
    "            .assign(spread_pct = lambda df: df.spread / df.mid_quote))\n",
    "\n",
    "# add instrinsic values\n",
    "def compute_intrinsic(df):\n",
    "    \"\"\"fn: create intrinsic column\n",
    "    pipe func #4\n",
    "    \"\"\"\n",
    "    # create intrinsic value column\n",
    "    call_q = 'type==\"call\"'\n",
    "    call_intrinsic = ((df.query(call_q).loc[:, 'underlying_price'])\n",
    "                      - (df.query(call_q).loc[:, 'strike']))\n",
    "    put_q = 'type==\"put\"'\n",
    "    put_intrinsic = ((df.query(put_q).loc[:, 'strike'])\n",
    "                     - (df.query(put_q).loc[:, 'underlying_price']))\n",
    "    \n",
    "    # must drop down to pandas\n",
    "    #  concat df sort index then set as column in dask df\n",
    "    ci = call_intrinsic.compute() \n",
    "    pi = put_intrinsic.compute()\n",
    "    intrinsic_series = pd.concat([ci, pi]).sort_index()    \n",
    "\n",
    "    df = df.assign(intrinsic_value = intrinsic_series)\n",
    "    return df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed | 24.4s\n",
      "[########################################] | 100% Completed | 38.9s\n",
      "CPU times: user 43.4 s, sys: 13.9 s, total: 57.3 s\n",
      "Wall time: 1min 43s\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "\n",
    "\n",
    "fp = data_dir+'intraday_options_data_2017-09-13_2017-10-18.parquet'\n",
    "\n",
    "ddf = (dd.read_parquet(fp, engine='fastparquet')\n",
    "       .pipe(lower_columns)\n",
    "       .pipe(standardize_option_type_text)\n",
    "       .pipe(compute_spread)\n",
    "       .pipe(compute_intrinsic)\n",
    "       .dropna(subset=['underlying_price','strike','type'])\n",
    "       .reset_index(drop=True))\n",
    "   "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "We can see how many data points we have below. "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed | 31.1s\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "(321461074,)"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "n = delayed(len)(ddf)\n",
    "m = delayed(len)(ddf.columns)\n",
    "dd.compute(n*m)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Next up, I thought it would be helpful to calculate the _moneyness_ of each option (ex. at-the-money (ATM), in-the-money (ITM), out-of-money (OTM)) as a column in our dataframe. \n",
    "\n",
    "#### Doing this in pandas is a straightforward process when you can fit the entire dataset in-memory. To do this within the dask framework presents a challenge. Why? \n",
    "\n",
    "In `pandas` there are some assignment operations that change the df _in place_ and `dask` does not support these types of operations. My understanding is you run into all kinds of issues when trying to run tasks concurrently on a constantly mutating object. \n",
    "\n",
    "#### So how do we overcome this constraint?\n",
    "\n",
    "We make clever use of the `dask.delayed` class which provides the flexibility to bring parallel computations to custom functions and loops. The intuition is that dask can do this by constructing a task graph with your functions in _lazy_ fashion, meaning it doesn't execute right away. When you call `dd.compute()` on the accumulated tasks/functions, it executes the task graph intelligently making use of dask's parallelization.\n",
    "\n",
    "The functions we can use to do this are briefly explained below:\n",
    "    \n",
    "- `is_atm`, `is_itm`, `is_otm`: \n",
    "    - these functions take a dask dataframe, a tolerance value between 0 and 1 to act as the moneyness boundary, and the option type. \n",
    "    - these functions output the indexes containing the locations of the particular option status, (ATM, OTM, ITM)\n",
    "    \n",
    "    \n",
    "- `make_pd_series`, `concat_sers`:\n",
    "    - these functions are helper functions to the workhourse fuction defined as `add_status_flags()`\n",
    "    - the purpose of these functions is to structure the algorithm loop in a way that it can make use of the `dask.delayed` class which we really want to use in order to take advantage of dask's task graph and parallelization capabilities.\n",
    "    \n",
    "    \n",
    "- `add_status_flags`: this is the workhorse function for adding the option status flags and works like so:\n",
    "    1. it splits the main `dask.dataframe` according to option types e.g. calls and puts.\n",
    "    2. it puts the 2 dfs, the option type labels, the is_funcs(), and the option status labels into separate lists.\n",
    "    3. it loops over the option type df list\n",
    "        a. for each df, it loops over each option status function and its label\n",
    "        b. it converts the computation of the indexes and the helper functions to `dask.delayed` objects to be executed later\n",
    "        c. it accumulates the delayed functions/tasks in a list\n",
    "    4. then it actually `dd.computes()` within the `concat_sers()` function which outputs the final `option_status` column as a `pd.Series` object.\n",
    "    5. afterwards the function converts the series into a `pd.DataFrame` before it is converted into a `dask.dataframe`\n",
    "    6. after the `dask.dataframe` conversion it is merged with the main `dask.dataframe`\n",
    "    7. finally it iterates over the object columns converting them into the `categorical` dtype. Please note that for whatever reason a column with only `True, False` values converted to a categorical generates an error when you try to reimport the dataset in `parquet` format. As a result those columns must be converted to `bool` dtype."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": true,
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "# define ATM, ITM and OTM flag for each option type\n",
    "def is_atm(df, tol, option_type):\n",
    "    '''fn: add flag for options at the money as defined by user\n",
    "    \n",
    "    # Params\n",
    "        df: dask.DataFrame\n",
    "            options dataframe\n",
    "        tol: float\n",
    "            sets percentage band around strike price for inclusion\n",
    "        option_type: str, (Call, Put)\n",
    "    # Returns\n",
    "        pd.Index: pandas index of atm flags\n",
    "    '''\n",
    "    if option_type==\"Call\" or option_type=='call':\n",
    "        call_atm_ratio_lt = 1 + tol\n",
    "        call_atm_ratio_gt = 1 - tol\n",
    "        # Select contract using filters and constraints\n",
    "        calls = df[df['type']==option_type]\n",
    "        c1 = calls.underlying_price <= (calls.strike * call_atm_ratio_lt)\n",
    "        c2 = calls.underlying_price >= (calls.strike * call_atm_ratio_gt)\n",
    "        return calls.loc[c1 & c2].index  \n",
    "    elif option_type==\"Put\" or option_type=='put':\n",
    "        put_atm_ratio_lt = 1 + tol\n",
    "        put_atm_ratio_gt = 1 - tol\n",
    "        # Select contract using filters and constraints\n",
    "        puts = df[df['type']==option_type]\n",
    "        p1 = puts.underlying_price >= (puts.strike * put_atm_ratio_gt)\n",
    "        p2 = puts.underlying_price <= (puts.strike * put_atm_ratio_lt)              \n",
    "        return puts.loc[p1 & p2].index   \n",
    "        \n",
    "def is_itm(df, tol, option_type):\n",
    "    '''fn: add flag for options in the money\n",
    "    \n",
    "    # Params\n",
    "        df: dask.DataFrame\n",
    "            options dataframe\n",
    "        tol: float\n",
    "            sets percentage band around strike price for inclusion\n",
    "        option_type: str, (Call, Put)\n",
    "    # Returns\n",
    "        pd.Index: pandas index of itm flags\n",
    "    '''\n",
    "    if option_type==\"Call\" or option_type=='call':\n",
    "        call_itm_ratio = 1 + tol\n",
    "        # Select contract using filters and constraints\n",
    "        calls = df[df['type']==option_type]\n",
    "        c1 = calls.underlying_price > (calls.strike * call_itm_ratio)\n",
    "        return calls.loc[c1].index  \n",
    "    elif option_type==\"Put\" or option_type=='put':\n",
    "        put_itm_ratio = 1 - tol\n",
    "        # Select contract using filters and constraints\n",
    "        puts = df[df['type']==option_type]\n",
    "        p1 = puts.underlying_price < (puts.strike * put_itm_ratio)\n",
    "        return puts.loc[p1].index\n",
    "    \n",
    "def is_otm(df, tol, option_type):\n",
    "    '''fn: add flag for options out of the money\n",
    "    \n",
    "    # Params\n",
    "        df: dask.DataFrame\n",
    "            options dataframe\n",
    "        tol: float\n",
    "            sets percentage band around strike price for inclusion\n",
    "        option_type: str, (Call, Put)\n",
    "    # Returns\n",
    "        pd.Index: pandas index of otm flags\n",
    "    '''\n",
    "    if option_type==\"Call\" or option_type=='call':\n",
    "        call_otm_ratio = 1 - tol\n",
    "        # Select contract using filters and constraints\n",
    "        calls = df[df['type']==option_type] \n",
    "        c1 = calls.underlying_price < (calls.strike * call_otm_ratio)\n",
    "        return calls.loc[c1].index  \n",
    "    elif option_type==\"Put\" or option_type=='put':\n",
    "        put_otm_ratio = 1 + tol\n",
    "        # Select contract using filters and constraints\n",
    "        puts = df[df['type']==option_type]\n",
    "        p1 = puts.underlying_price > (puts.strike * put_otm_ratio)\n",
    "        return puts.loc[p1].index  \n",
    "\n",
    "def make_pd_series(tmp_df_index, status):\n",
    "    \"\"\"fn: helper to add_status_flags\"\"\"\n",
    "    tmp_ser = pd.Series([status]*len(tmp_df_index),\n",
    "                        index=tmp_df_index)\n",
    "    return tmp_ser\n",
    "\n",
    "def concat_sers(delayed_list, _range=None):\n",
    "    \"\"\"fn: helper to add_status_flags\n",
    "    \n",
    "    # Args\n",
    "        delayed_list : dask delayed object\n",
    "            list contains nested series\n",
    "        _range : int()\n",
    "            num of series contained in nested list\n",
    "            \n",
    "    # Returns\n",
    "        cser : pd.Series\n",
    "            concatenated series of index, status pairs\n",
    "    \"\"\"\n",
    "    sers_list = dd.compute(delayed_list)\n",
    "    cser = (pd.concat([sers_list[0][x] \n",
    "                     for x in range(_range)])\n",
    "            .sort_index())\n",
    "    return cser\n",
    "    \n",
    "def add_status_flags(data, tol):\n",
    "    '''fn: add option moneyness flag based on tolerance\n",
    "    \n",
    "    # Params\n",
    "        data: dask.DataFrame\n",
    "            options dataframe\n",
    "        tol: float\n",
    "            sets percentage band around strike price\n",
    "    # Returns\n",
    "        df: dask.DataFrame\n",
    "            df with option status column added\n",
    "    '''    \n",
    "    df = data #.copy()\n",
    "    \n",
    "    # must separate for memory issues\n",
    "    calls = df[df['type']=='call']\n",
    "    puts = df[df['type']=='put']    \n",
    "    \n",
    "    dfs = [calls, puts]\n",
    "    types = ['call', 'put']\n",
    "    status = ['ATM', 'ITM', 'OTM']\n",
    "    funcs = [is_atm, is_itm, is_otm]\n",
    "    \n",
    "    delayed_sers = []\n",
    "    for type_df, ot in tqdm(zip(dfs, types), desc='option type loop'):\n",
    "        for s, fn in tqdm(zip(status, funcs), desc='status loop'): # zip status and funcs\n",
    "            tmp_df_index = delayed(fn)(type_df, tol, ot) # get filtered temp df index\n",
    "            dl_ser = delayed(make_pd_series)(tmp_df_index, s)\n",
    "            delayed_sers.append(dl_ser)\n",
    "    \n",
    "    # concat series\n",
    "    concat_ser = concat_sers(delayed_sers, _range=len(types)*len(status))\n",
    "    concat_ser.name = 'option_status'\n",
    "    \n",
    "    # must convert series to frame and convert to dask object\n",
    "    dd_concat_ser = dd.from_pandas(concat_ser.to_frame(), npartitions=1)\n",
    "    # merge dask dfs\n",
    "    return_df = df.merge(dd_concat_ser, left_index=True, right_index=True) \n",
    "    \n",
    "    # convert object cols to categorical and bool\n",
    "    obj_cols = return_df.select_dtypes(include=['object']).columns\n",
    "    for col in obj_cols:\n",
    "        # True False column as category creates error on read_parquet()\n",
    "        if col=='isnonstandard': \n",
    "            return_df[col] = return_df[col].astype('bool')\n",
    "        else:\n",
    "            return_df[col] = return_df[col].astype('category')\n",
    "        \n",
    "    return return_df"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Finally we execute the functions. "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "option type loop: 0it [00:00, ?it/s]\n",
      "status loop: 0it [00:00, ?it/s]\u001b[A\n",
      "status loop: 3it [00:00, 963.54it/s]\u001b[A\n",
      "status loop: 0it [00:00, ?it/s]\u001b[A\n",
      "option type loop: 2it [00:00, 187.29it/s]"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[                                        ] | 0% Completed |  0.1s"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed | 44.7s\n"
     ]
    }
   ],
   "source": [
    "tol = 0.05 # 5%\n",
    "mdf = (add_status_flags(ddf, tol))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Just to give you an idea of the speedups I was able to achieve by implementing `dask.delayed` above, when I first wrote this code, I did it in `pandas` and it was sequential. The function took ~8 minutes to complete. Now it takes ~45 seconds. \n",
    "___"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Below is a simple `save to parquet` function with some basic internal type checking."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "def pq_save(fp, data):\n",
    "    \"\"\"fn: save to parquet\n",
    "    \n",
    "    # Args\n",
    "        fp : filepath\n",
    "        data : pd.DataFrame, dask.dataframe\n",
    "    \"\"\"\n",
    "    if isinstance(data, pd.DataFrame):\n",
    "        _table = pa.Table.from_pandas(data)\n",
    "        pq.write_table(_table, fp)\n",
    "    elif isinstance(data, dd.core.DataFrame):\n",
    "        dd.to_parquet(fp, data,\n",
    "                      engine='fastparquet',\n",
    "                      compression='snappy')\n",
    "    else:\n",
    "        raise ValueError('data has wrong dtype')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Example save to disk as `parquet` format"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  1min  4.5s\n"
     ]
    }
   ],
   "source": [
    "file_title = 'intraday_options_data_master_2017-09-13_2017-10-18.parquet'\n",
    "fp = data_dir + file_title\n",
    "\n",
    "pq_save(fp, mdf)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Example of reading in `parquet` formatted data into a `dask.dataframe`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "<class 'dask.dataframe.core.DataFrame'>\n",
      "Columns: 23 entries, strike to option_status\n",
      "dtypes: category(5), datetime64[ns](3), bool(1), float64(14)"
     ]
    }
   ],
   "source": [
    "mdf = dd.read_parquet(fp)\n",
    "mdf.info()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now we can code the actual computation logic. \n",
    "\n",
    "The `class` object below is called `etf_iv_skew`. It has `2` attributes, and `3` methods. It is initialized by the `data`, and `query_date` args.\n",
    "- `data` is expected to be a `dask.dataframe` filtered to a singular symbol\n",
    "- `query_date` is expected to be a `pandas.Timestamp` object. \n",
    "    \n",
    "    - This date is the effective cutoff date between \"today\", the day of calculation, and 60 days from now which acts as a constraint on the tenor of the contracts we will analyze.    "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "The `3` methods consist of:\n",
    "- `otm_put_max` : this function implements the selection of the appropriate OTM put contract for use in calculating the skew\n",
    "- `atm_call_max` : this function implements the selection of the appropriate ATM call contract for use in calculating the skew\n",
    "- `compute_iv_skew` : this implements the skew calculation which is essentially $otm\\_put\\_max - atm\\_call\\_max$."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "class etf_iv_skew:\n",
    "    \"\"\"\n",
    "    class for computing implied volatility skew\n",
    "    \n",
    "    # Attributes\n",
    "        data : dask.dataframe()\n",
    "            filtered ddf by symbol\n",
    "        query_date : pd.Timestamp(), \n",
    "            date from which the t+60 calculation will take place\n",
    "            \n",
    "    # Methods\n",
    "        otm_put_max : compute otm put max\n",
    "        atm_call_max : compute atm call max\n",
    "        compute_iv_skew : compute skew metric\n",
    "    \"\"\"\n",
    "    def __init__(self, data, query_date=None):\n",
    "        self.df = data\n",
    "        \n",
    "        if not query_date:\n",
    "            self.query_date = pd.to_datetime('today').date()\n",
    "        else:\n",
    "            self.query_date = query_date\n",
    "        \n",
    "    def otm_put_max(self, option_type='put'):\n",
    "        \"\"\"fn: calc otm put max according to citation\n",
    "\n",
    "        # Args\n",
    "            data : dask.dataframe(), option data\n",
    "            option_type : str(), (call, put)\n",
    "\n",
    "        # Returns\n",
    "            otm_put_max : pd.Series()\n",
    "                contains max otm option info\n",
    "        \"\"\"\n",
    "\n",
    "        t60 = self.query_date + 60 * pd.tseries.offsets.BDay()\n",
    "\n",
    "        put_otm_ratio_lt = 0.95\n",
    "        put_otm_ratio_gt = 0.91\n",
    "\n",
    "        type_crit = f'(type==\"{option_type}\")'\n",
    "        date_crit = f'(quote_time <= \"{pd.to_datetime(self.query_date)}\")'   \n",
    "        expiry_crit = f'(expiry < \"{t60.date()}\")'\n",
    "        expiry_crit2 = f'(expiry > \"{pd.to_datetime(self.query_date)}\")'\n",
    "        put_q = ' & '.join([type_crit,date_crit,expiry_crit,expiry_crit2])\n",
    "        sym_puts = self.df.query(put_q)\n",
    "\n",
    "        strike_ratio = (sym_puts['strike'] / sym_puts['underlying_price'])\n",
    "        put_lt_ratio_crit = put_otm_ratio_lt > strike_ratio\n",
    "        put_gt_ratio_crit = strike_ratio > put_otm_ratio_gt\n",
    "\n",
    "        otm_puts = sym_puts[(put_lt_ratio_crit) & (put_gt_ratio_crit)]\n",
    "        max_open_int = otm_puts.open_int.max() # get contract with max open int\n",
    "        otm_put_max = (otm_puts[otm_puts.open_int==max_open_int]\n",
    "                       .mean()) # get mean values of contract throughout the day       \n",
    "        return otm_put_max\n",
    "\n",
    "    def atm_call_max(self, option_type='call'):\n",
    "        \"\"\"fn: calc atm put max according to citation\n",
    "\n",
    "        # Args\n",
    "            data : dask.dataframe(), option data\n",
    "            option_type : str(), (call, put)\n",
    "\n",
    "        # Returns\n",
    "            atm_put_max : pd.Series()\n",
    "                contains max atm option info\n",
    "        \"\"\"\n",
    "        t60 = self.query_date + 60 * pd.tseries.offsets.BDay()\n",
    "\n",
    "        call_atm_ratio_lt = 1.05\n",
    "        call_atm_ratio_gt = 0.95\n",
    "\n",
    "        type_crit = f'(type==\"{option_type}\")'\n",
    "        date_crit = f'(quote_time <= \"{pd.to_datetime(self.query_date)}\")'        \n",
    "        expiry_crit = f'(expiry < \"{t60.date()}\")'\n",
    "        expiry_crit2 = f'(expiry > \"{pd.to_datetime(self.query_date)}\")'\n",
    "        call_q = ' & '.join([type_crit,date_crit,expiry_crit,expiry_crit2])\n",
    "        sym_calls = self.df.query(call_q)\n",
    "\n",
    "        strike_ratio = (sym_calls['strike'] / sym_calls['underlying_price'])\n",
    "        call_lt_ratio_crit = call_atm_ratio_lt > strike_ratio\n",
    "        call_gt_ratio_crit = strike_ratio > call_atm_ratio_gt\n",
    "        \n",
    "        atm_calls = sym_calls[(call_lt_ratio_crit) & (call_gt_ratio_crit)]\n",
    "        max_open_int = atm_calls.open_int.max() # get contract with max open int\n",
    "        atm_call_max = (atm_calls[atm_calls.open_int==max_open_int]\n",
    "                       .mean()) # get mean values of contract throughout the day\n",
    "        return atm_call_max    \n",
    "\n",
    "    def compute_skew(self, otm_put, atm_call):\n",
    "        \"\"\"fn: compute option skew according to citation\n",
    "        SKEW_{i, t} = VOLotmp_{i, t} - VOLatmc_{i, t}\n",
    "\n",
    "        # Args\n",
    "            otm_put : pd.Series()\n",
    "                contains otm put max info\n",
    "            atm_put : pd.Series()\n",
    "                contains atm call max info\n",
    "        # Returns\n",
    "            skew measure : float()\n",
    "        \"\"\"\n",
    "        return (otm_put['iv'] - atm_call['iv'])  "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Below is a helper function that takes a dask.dataframe filtered on a symbol, and the interval frequency. By default the date interval is weekly. "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "def dask_date_interval(ddf, interval='1W'):\n",
    "    \"\"\"fn: make date range\"\"\"\n",
    "    start = ddf.quote_time.min()\n",
    "    end = ddf.quote_time.max()\n",
    "    \n",
    "    dt_range = delayed(pd.date_range)(start, end, \n",
    "                                      freq=interval,\n",
    "                                      normalize=True)\n",
    "    return dt_range.shift(1)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "We can run an example skew computation using `SPY` to confirm everything works before moving forward."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  8.2s\n",
      "DatetimeIndex(['2017-09-24', '2017-10-01', '2017-10-08', '2017-10-15',\n",
      "               '2017-10-22'],\n",
      "              dtype='datetime64[ns]', freq='W-SUN')\n"
     ]
    }
   ],
   "source": [
    "symbol = 'SPY'\n",
    "spy_ddf = mdf.query(f'root==\"{symbol}\"')\n",
    "dt_range = dask_date_interval(spy_ddf).compute()\n",
    "print(dt_range)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed | 10.4s\n",
      "SPY skew metric: 0.1211\n"
     ]
    }
   ],
   "source": [
    "iv = etf_iv_skew(spy_ddf, query_date=dt_range[0])\n",
    "\n",
    "otm_put = delayed(iv.otm_put_max())\n",
    "atm_call = delayed(iv.atm_call_max())\n",
    "\n",
    "iv_skew = delayed(iv.compute_skew)(otm_put, atm_call)\n",
    "\n",
    "print(f'{symbol} skew metric: {iv_skew.compute():0.4f}')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "The following functions are used to compute and aggregate the skew computations. \n",
    "\n",
    "- `run_skew`: this is a wrapper func to compute the skew for a single symbol and `query_date`\n",
    "- `make_symbol_skew_df`: this func converts the symbol's `skew_dict` into a `pd.DataFrame`\n",
    "- `make_skew_df`: this func aggregates the `all_syms` dict into two dfs\n",
    "    - `raw_df` contains the raw skew values\n",
    "    - `binned_df` contains the binned skews"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "def run_skew(ddf, query_date=None):\n",
    "    \"\"\"fn: wrapper for skew calc\"\"\"\n",
    "\n",
    "    iv = etf_iv_skew(ddf, query_date=query_date)\n",
    "\n",
    "    otm_put = delayed(iv.otm_put_max())    \n",
    "    atm_call = delayed(iv.atm_call_max())\n",
    "    \n",
    "    iv_skew = delayed(iv.compute_skew)(otm_put, atm_call)\n",
    "    \n",
    "    return iv_skew\n",
    "\n",
    "def make_symbol_skew_df(skews, symbol):\n",
    "    \"\"\"fn: to convert skew dict into df with stats\"\"\"\n",
    "    skew_df = (pd.DataFrame()\n",
    "               .from_dict(skews, orient='index')\n",
    "               .rename(columns={0:symbol}))\n",
    "    skew_df.index = pd.DatetimeIndex(skew_df.index)\n",
    "    return skew_df\n",
    "\n",
    "def make_skew_df(all_syms):\n",
    "    \"\"\"fn: to convert skew dict into df with stats\n",
    "    \n",
    "    # Args\n",
    "        all_syms: dict(),\n",
    "            keys:symbols; values:pd.DataFrame()\n",
    "    # Returns\n",
    "        concat_df: df containing raw values\n",
    "        skew_df: decile df\n",
    "    \"\"\"\n",
    "    raw_df = (pd.concat(list(all_syms.values()),\n",
    "                        axis=1)\n",
    "              .dropna(how='all', axis=1))\n",
    "    binned_df = (raw_df\n",
    "               .apply(pd.qcut, args=(10,),\n",
    "                      labels=False, axis=1)) + 1\n",
    "    return raw_df, binned_df\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Finally we can implement these functions. I chose to compute the skews of the top 200 symbols based on average open interest.\n",
    "\n",
    "The code loops through each symbol, extracts the start and ending `quote_time` and uses those to construct a weekly date range. Then the code loops through each date computing the skew. That data is collected in the `sym_skews` dict which uses the `query_date` as its keys and the skew metric as the values.\n",
    "\n",
    "After all the dates are collected we run the `make_symbol_skew_df` and add that to the `all_syms` dict. We also save each symbol's `skew_df` to disk.\n",
    "\n",
    "#### Note:\n",
    "\n",
    "When I first coded this portion of the notebook I did the top 50 symbols, and was not making use of efficient looping or `dask.delayed`. It took `15 hours` to run on my machine. After refactoring the code it took ~`40 minutes`. Since the time savings were so significant I decided to compute the results for the top `200` instead. It was a reasonable ~`2 hours 40 minutes`. You can adjust the number of symbols analyzed by changing the `k` variable below."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.0s\n",
      "\n",
      "[                                        ] | 0% Completed |  0.0s*****************************************************************************\n",
      "computing EEM...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 6\n",
      "--------------------------------------------------\n",
      "computing EEM 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EEM 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "EEM 2017-09-24 skew: 0.4570\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing EEM 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "EEM 2017-10-01 skew: 0.4570\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "EEM 2017-10-08 skew: 0.4570\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EEM 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EEM 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EEM 2017-10-22 skew: 0.4570\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0scomputing USO...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing USO 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing USO 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "USO 2017-10-01 skew: 0.3125\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing USO 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "USO 2017-10-08 skew: 0.1758\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing USO 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "USO 2017-10-15 skew: 0.1758\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing USO 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "USO 2017-10-22 skew: 0.1758\n",
      "\n",
      "*****************************************************************************\n",
      "computing XLF...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLF 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "XLF 2017-09-24 skew: 0.1953\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing XLF 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLF 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLF 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "XLF 2017-10-15 skew: -0.2070\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing XLF 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "XLF 2017-10-22 skew: -0.2070\n",
      "\n",
      "*****************************************************************************\n",
      "computing SPY...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing SPY 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SPY 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "SPY 2017-10-01 skew: -0.4370\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SPY 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "SPY 2017-10-08 skew: -0.4370\n",
      "--------------------------------------------------\n",
      "computing SPY 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "SPY 2017-10-15 skew: -0.4331\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing SPY 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  9.2s\n",
      "SPY 2017-10-22 skew: -0.4331\n",
      "\n",
      "*****************************************************************************\n",
      "computing GDX...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GDX 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "GDX 2017-09-24 skew: 0.2266\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing GDX 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GDX 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "GDX 2017-10-08 skew: 0.1719\n",
      "--------------------------------------------------\n",
      "computing GDX 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GDX 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "GDX 2017-10-22 skew: 0.1719\n",
      "\n",
      "*****************************************************************************\n",
      "computing UNG...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UNG 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "UNG 2017-09-24 skew: 0.3516\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "UNG 2017-10-01 skew: 0.4766\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing UNG 2 of 5 relative to query date: 2017-10-08\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UNG 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "UNG 2017-10-15 skew: 0.3438\n",
      "--------------------------------------------------\n",
      "computing UNG 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "UNG 2017-10-22 skew: 0.3438\n",
      "\n",
      "*****************************************************************************\n",
      "computing XOP...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XOP 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "XOP 2017-09-24 skew: -0.0391\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "XOP 2017-10-01 skew: -0.0391\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing XOP 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "XOP 2017-10-08 skew: 0.0547\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing XOP 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XOP 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "XOP 2017-10-22 skew: 0.0547\n",
      "\n",
      "*****************************************************************************\n",
      "computing EFA...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "EFA 2017-09-24 skew: 0.1504\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EFA 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EFA 2017-10-01 skew: 0.1504\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EFA 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EFA 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "EFA 2017-10-22 skew: 0.1973\n",
      "\n",
      "*****************************************************************************\n",
      "computing AAXJ...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.1s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing AAXJ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing AAXJ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "AAXJ 2017-10-08 skew: -0.7393\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing AAXJ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing AAXJ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "AAXJ 2017-10-22 skew: -0.7393\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWZ...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing EWZ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  9.1s\n",
      "EWZ 2017-09-24 skew: 0.1953\n",
      "--------------------------------------------------\n",
      "computing EWZ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "EWZ 2017-10-01 skew: 0.1328\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EWZ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWZ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "EWZ 2017-10-15 skew: 0.0234\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EWZ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "EWZ 2017-10-22 skew: 0.0234\n",
      "\n",
      "*****************************************************************************\n",
      "computing HYG...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing HYG 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  9.2s\n",
      "HYG 2017-09-24 skew: 0.0840\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing HYG 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "HYG 2017-10-01 skew: 0.2559\n",
      "--------------------------------------------------\n",
      "computing HYG 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "HYG 2017-10-08 skew: 0.2559\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing HYG 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "HYG 2017-10-15 skew: 0.2559\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing HYG 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "HYG 2017-10-22 skew: 0.2559\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing AMLP 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "AMLP 2017-09-24 skew: 0.7187\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing AMLP 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing AMLP 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "AMLP 2017-10-08 skew: 0.7187\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing AMLP 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing AMLP 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "AMLP 2017-10-22 skew: 0.7187\n",
      "\n",
      "*****************************************************************************\n",
      "computing QQQ...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing QQQ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  9.2s\n",
      "QQQ 2017-09-24 skew: -0.6230\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing QQQ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing QQQ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "QQQ 2017-10-08 skew: -0.5605\n",
      "--------------------------------------------------\n",
      "computing QQQ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "QQQ 2017-10-15 skew: -0.5605\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing QQQ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "QQQ 2017-10-22 skew: -0.5605\n",
      "\n",
      "*****************************************************************************\n",
      "computing UUP...\n",
      "\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing UUP 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "UUP 2017-09-24 skew: 0.1016\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing UUP 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "UUP 2017-10-01 skew: -0.0625\n",
      "--------------------------------------------------\n",
      "computing UUP 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "UUP 2017-10-08 skew: -0.2412\n",
      "--------------------------------------------------\n",
      "computing UUP 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UUP 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "UUP 2017-10-22 skew: -0.2412\n",
      "\n",
      "*****************************************************************************\n",
      "computing FXI...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing FXI 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "FXI 2017-09-24 skew: 0.0820\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing FXI 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXI 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXI 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXI 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "FXI 2017-10-22 skew: 0.2773\n",
      "\n",
      "*****************************************************************************\n",
      "computing SLV...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing SLV 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "SLV 2017-09-24 skew: 0.0547\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SLV 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SLV 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "SLV 2017-10-08 skew: 0.1797\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SLV 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SLV 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "SLV 2017-10-22 skew: 0.1797\n",
      "\n",
      "*****************************************************************************\n",
      "computing IWM...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IWM 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IWM 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "IWM 2017-10-01 skew: -0.4126\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IWM 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IWM 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IWM 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "IWM 2017-10-22 skew: -0.3462\n",
      "\n",
      "*****************************************************************************\n",
      "computing XLU...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XLU 0 of 5 relative to query date: 2017-09-24\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLU 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLU 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "XLU 2017-10-08 skew: -1.6777\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing XLU 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "XLU 2017-10-15 skew: -1.6777\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "XLU 2017-10-22 skew: -1.6777\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0scomputing GLD...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing GLD 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GLD 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "GLD 2017-10-01 skew: -2.2148\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GLD 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "GLD 2017-10-15 skew: -2.2148\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing GLD 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "GLD 2017-10-22 skew: -2.2148\n",
      "\n",
      "*****************************************************************************\n",
      "computing VXX...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing VXX 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VXX 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "VXX 2017-10-01 skew: -1.2095\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing VXX 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "VXX 2017-10-08 skew: -1.1939\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing VXX 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "VXX 2017-10-15 skew: -1.1939\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing VXX 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "VXX 2017-10-22 skew: -1.1939\n",
      "\n",
      "*****************************************************************************\n",
      "computing BKLN...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing BKLN 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BKLN 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "BKLN 2017-10-01 skew: nan\n",
      "--------------------------------------------------\n",
      "computing BKLN 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "BKLN 2017-10-08 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing BKLN 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BKLN 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "BKLN 2017-10-22 skew: nan\n",
      "\n",
      "*****************************************************************************\n",
      "computing ITB...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing ITB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "ITB 2017-09-24 skew: 0.5566\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing ITB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing ITB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "ITB 2017-10-08 skew: 0.6621\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing ITB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing ITB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "ITB 2017-10-22 skew: 1.3691\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWA...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing EWA 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWA 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "EWA 2017-10-01 skew: -0.3437\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EWA 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "EWA 2017-10-08 skew: -0.2930\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EWA 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWA 4 of 5 relative to query date: 2017-10-22\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.4s\n",
      "EWA 2017-10-22 skew: 0.5117\n",
      "\n",
      "*****************************************************************************\n",
      "computing FEZ...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing FEZ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "FEZ 2017-09-24 skew: 1.2187\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing FEZ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "FEZ 2017-10-01 skew: 1.2187\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing FEZ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "FEZ 2017-10-08 skew: 1.2187\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing FEZ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "FEZ 2017-10-15 skew: 1.0664\n",
      "--------------------------------------------------\n",
      "computing FEZ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "FEZ 2017-10-22 skew: 1.0664\n",
      "\n",
      "*****************************************************************************\n",
      "computing XLE...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing XLE 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLE 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLE 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "XLE 2017-10-08 skew: -0.2666\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "XLE 2017-10-15 skew: -0.2666\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XLE 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "XLE 2017-10-22 skew: -0.2666\n",
      "\n",
      "*****************************************************************************\n",
      "computing OIL...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing OIL 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "OIL 2017-09-24 skew: -0.1562\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing OIL 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "OIL 2017-10-01 skew: -0.1562\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing OIL 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "OIL 2017-10-08 skew: -0.1562\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing OIL 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "OIL 2017-10-15 skew: -0.1562\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing OIL 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "OIL 2017-10-22 skew: -0.0937\n",
      "\n",
      "*****************************************************************************\n",
      "computing IEF...\n",
      "\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing IEF 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "IEF 2017-09-24 skew: -0.5381\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing IEF 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "IEF 2017-10-01 skew: -0.5381\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing IEF 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "IEF 2017-10-08 skew: -0.5381\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IEF 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "IEF 2017-10-15 skew: -0.5381\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IEF 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "IEF 2017-10-22 skew: -0.5381\n",
      "\n",
      "*****************************************************************************\n",
      "computing RSX...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "n dates:  6\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing RSX 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing RSX 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "RSX 2017-09-24 skew: 0.2148\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing RSX 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "RSX 2017-10-08 skew: 0.2617\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing RSX 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing RSX 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "RSX 2017-10-22 skew: 0.6602\n",
      "\n",
      "*****************************************************************************\n",
      "computing TLT...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing TLT 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "TLT 2017-09-24 skew: -1.1289\n",
      "--------------------------------------------------\n",
      "computing TLT 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "TLT 2017-10-01 skew: -1.1289\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.8s\n",
      "TLT 2017-10-08 skew: -1.1289\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing TLT 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "TLT 2017-10-15 skew: -1.0820\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing TLT 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "TLT 2017-10-22 skew: -1.0820\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWJ...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EWJ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EWJ 2017-09-24 skew: 0.6289\n",
      "--------------------------------------------------\n",
      "computing EWJ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "EWJ 2017-10-01 skew: 0.6289\n",
      "--------------------------------------------------\n",
      "computing EWJ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWJ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWJ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "EWJ 2017-10-22 skew: 0.6289\n",
      "\n",
      "*****************************************************************************\n",
      "computing EPI...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing EPI 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EPI 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EPI 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "EPI 2017-10-08 skew: -0.0898\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EPI 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "EPI 2017-10-15 skew: -0.0898\n",
      "--------------------------------------------------\n",
      "computing EPI 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EPI 2017-10-22 skew: -0.0898\n",
      "\n",
      "*****************************************************************************\n",
      "computing DBA...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing DBA 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DBA 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DBA 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "DBA 2017-10-08 skew: 0.0000\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing DBA 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DBA 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "DBA 2017-10-22 skew: 0.0000\n",
      "\n",
      "*****************************************************************************\n",
      "computing AMJ...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing AMJ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "AMJ 2017-09-24 skew: 0.4141\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing AMJ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "AMJ 2017-10-01 skew: 0.1055\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing AMJ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "AMJ 2017-10-08 skew: 0.1055\n",
      "--------------------------------------------------\n",
      "computing AMJ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "AMJ 2017-10-15 skew: 0.1055\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing AMJ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "AMJ 2017-10-22 skew: 0.1055\n",
      "\n",
      "*****************************************************************************\n",
      "computing XLP...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing XLP 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLP 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLP 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "XLP 2017-10-08 skew: -0.3652\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XLP 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "XLP 2017-10-15 skew: -0.3652\n",
      "--------------------------------------------------\n",
      "computing XLP 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "XLP 2017-10-22 skew: -0.3652\n",
      "\n",
      "*****************************************************************************\n",
      "computing SMH...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SMH 1 of 5 relative to query date: 2017-10-01\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SMH 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SMH 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "SMH 2017-10-15 skew: 0.2070\n",
      "--------------------------------------------------\n",
      "computing SMH 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "SMH 2017-10-22 skew: 0.2070\n",
      "\n",
      "*****************************************************************************\n",
      "computing ACWI...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing ACWI 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing ACWI 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "ACWI 2017-10-01 skew: 0.7886\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing ACWI 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "ACWI 2017-10-08 skew: 0.7886\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing ACWI 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "ACWI 2017-10-15 skew: 0.7808\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing ACWI 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "ACWI 2017-10-22 skew: 0.6299\n",
      "\n",
      "*****************************************************************************\n",
      "computing OIH...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing OIH 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "OIH 2017-09-24 skew: 0.1641\n",
      "--------------------------------------------------\n",
      "computing OIH 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "OIH 2017-10-01 skew: 0.1641\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing OIH 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing OIH 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "OIH 2017-10-15 skew: 0.2656\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing OIH 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "OIH 2017-10-22 skew: 0.2656\n",
      "\n",
      "*****************************************************************************\n",
      "computing LQD...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing LQD 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "LQD 2017-09-24 skew: 0.3848\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing LQD 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "LQD 2017-10-01 skew: 0.3848\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing LQD 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing LQD 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "LQD 2017-10-15 skew: 0.3848\n",
      "--------------------------------------------------\n",
      "computing LQD 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "LQD 2017-10-22 skew: 0.0278\n",
      "\n",
      "*****************************************************************************\n",
      "computing IYR...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing IYR 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "IYR 2017-09-24 skew: -0.9707\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IYR 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "IYR 2017-10-01 skew: -0.9707\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IYR 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "IYR 2017-10-08 skew: -0.9707\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IYR 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IYR 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "IYR 2017-10-22 skew: -0.9707\n",
      "\n",
      "*****************************************************************************\n",
      "computing XLK...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing XLK 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "XLK 2017-09-24 skew: -0.2422\n",
      "--------------------------------------------------\n",
      "computing XLK 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "XLK 2017-10-01 skew: -0.2422\n",
      "--------------------------------------------------\n",
      "computing XLK 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLK 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "XLK 2017-10-15 skew: -0.2422\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XLK 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "XLK 2017-10-22 skew: -0.2422\n",
      "\n",
      "*****************************************************************************\n",
      "computing XME...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing XME 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "XME 2017-09-24 skew: -0.1602\n",
      "[                                        ] | 0% Completed |  0.0s\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "computing XME 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "XME 2017-10-01 skew: -0.1602\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing XME 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XME 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XME 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "XME 2017-10-22 skew: 0.1719\n",
      "\n",
      "*****************************************************************************\n",
      "computing DXJ...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DXJ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DXJ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "DXJ 2017-10-01 skew: 1.3535\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing DXJ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DXJ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DXJ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "DXJ 2017-10-22 skew: 1.3535\n",
      "\n",
      "*****************************************************************************\n",
      "computing TBT...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing TBT 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "TBT 2017-09-24 skew: 0.4600\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TBT 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "TBT 2017-10-01 skew: 0.4590\n",
      "--------------------------------------------------\n",
      "computing TBT 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TBT 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TBT 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "TBT 2017-10-22 skew: 0.0664\n",
      "\n",
      "*****************************************************************************\n",
      "computing XRT...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing XRT 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XRT 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XRT 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "XRT 2017-10-08 skew: -0.4824\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing XRT 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "XRT 2017-10-15 skew: -1.0215\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XRT 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "XRT 2017-10-22 skew: -1.0215\n",
      "\n",
      "*****************************************************************************\n",
      "computing KRE...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing KRE 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  9.3s\n",
      "KRE 2017-09-24 skew: 0.7656\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing KRE 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing KRE 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "KRE 2017-10-08 skew: 0.7305\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing KRE 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "KRE 2017-10-15 skew: 0.6055\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing KRE 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "KRE 2017-10-22 skew: 0.6055\n",
      "\n",
      "*****************************************************************************\n",
      "computing DBC...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing DBC 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "DBC 2017-09-24 skew: -0.5098\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing DBC 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DBC 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "DBC 2017-10-08 skew: -0.4297\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing DBC 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DBC 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "DBC 2017-10-22 skew: -0.3086\n",
      "\n",
      "*****************************************************************************\n",
      "computing GDXJ...\n",
      "[                                        ] | 0% Completed |  0.0s\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  8.5s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing GDXJ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "GDXJ 2017-09-24 skew: -0.4609\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing GDXJ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "GDXJ 2017-10-01 skew: -0.4609\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing GDXJ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "GDXJ 2017-10-08 skew: -0.2109\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing GDXJ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "GDXJ 2017-10-15 skew: -0.2109\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing GDXJ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "GDXJ 2017-10-22 skew: -0.2109\n",
      "\n",
      "*****************************************************************************\n",
      "computing TZA...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing TZA 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "TZA 2017-09-24 skew: -0.7891\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "TZA 2017-10-01 skew: -3.0937\n",
      "--------------------------------------------------\n",
      "computing TZA 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TZA 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "TZA 2017-10-15 skew: -2.7500\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TZA 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "TZA 2017-10-22 skew: -2.7500\n",
      "\n",
      "*****************************************************************************\n",
      "computing XLI...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing XLI 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "XLI 2017-09-24 skew: 0.8086\n",
      "--------------------------------------------------\n",
      "computing XLI 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "XLI 2017-10-01 skew: 0.8086\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XLI 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "XLI 2017-10-08 skew: 1.0801\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XLI 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLI 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "XLI 2017-10-22 skew: 1.0801\n",
      "\n",
      "*****************************************************************************\n",
      "computing XLV...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing XLV 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "XLV 2017-09-24 skew: -0.4863\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XLV 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "XLV 2017-10-01 skew: -0.4004\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing XLV 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "XLV 2017-10-08 skew: -0.4004\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLV 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "XLV 2017-10-22 skew: -0.4004\n",
      "\n",
      "*****************************************************************************\n",
      "computing XLB...\n",
      "\n",
      "[########################################] | 100% Completed |  7.0s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing XLB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "XLB 2017-09-24 skew: 0.7715\n",
      "--------------------------------------------------\n",
      "computing XLB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "XLB 2017-10-01 skew: 0.7715\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XLB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "XLB 2017-10-08 skew: 0.7715\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing XLB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "XLB 2017-10-15 skew: 0.7715\n",
      "--------------------------------------------------\n",
      "computing XLB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "XLB 2017-10-22 skew: 0.7715\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWY...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  6.9s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing EWY 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "EWY 2017-09-24 skew: -0.0039\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EWY 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWY 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "EWY 2017-10-08 skew: -0.0039\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWY 4 of 5 relative to query date: 2017-10-22\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.8s\n",
      "EWY 2017-10-22 skew: 0.3535\n",
      "\n",
      "*****************************************************************************\n",
      "computing JNK...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "JNK 2017-09-24 skew: 0.0430\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing JNK 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JNK 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "JNK 2017-10-08 skew: -0.3887\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing JNK 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "JNK 2017-10-15 skew: -0.3887\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing JNK 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "JNK 2017-10-22 skew: -0.3887\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWW...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.0s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EWW 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "EWW 2017-09-24 skew: 0.4565\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "EWW 2017-10-01 skew: 0.4565\n",
      "--------------------------------------------------\n",
      "computing EWW 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "EWW 2017-10-08 skew: 0.4565\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing EWW 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWW 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EWW 2017-10-22 skew: 0.4565\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing XBI 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "XBI 2017-09-24 skew: 0.5195\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing XBI 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "XBI 2017-10-01 skew: 0.5195\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing XBI 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "XBI 2017-10-08 skew: 0.4746\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing XBI 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "XBI 2017-10-15 skew: 0.4746\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XBI 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "XBI 2017-10-22 skew: 0.4746\n",
      "\n",
      "*****************************************************************************\n",
      "computing VGK...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing VGK 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "VGK 2017-09-24 skew: 0.5117\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing VGK 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "VGK 2017-10-01 skew: 0.5117\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing VGK 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VGK 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "VGK 2017-10-15 skew: 0.5117\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing VGK 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "VGK 2017-10-22 skew: 0.5117\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing KBE 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing KBE 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing KBE 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing KBE 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing KBE 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "KBE 2017-10-22 skew: 0.1328\n",
      "\n",
      "*****************************************************************************\n",
      "computing UVXY...\n",
      "\n",
      "[########################################] | 100% Completed |  7.1s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing UVXY 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UVXY 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UVXY 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "UVXY 2017-10-08 skew: -2.1313\n",
      "--------------------------------------------------\n",
      "computing UVXY 3 of 5 relative to query date: 2017-10-15\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.5s\n",
      "UVXY 2017-10-15 skew: -2.1313\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing UVXY 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "UVXY 2017-10-22 skew: -2.1313\n",
      "\n",
      "*****************************************************************************\n",
      "computing XHB...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing XHB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "XHB 2017-09-24 skew: -0.5977\n",
      "--------------------------------------------------\n",
      "computing XHB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "XHB 2017-10-01 skew: -0.1602\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing XHB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XHB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "XHB 2017-10-15 skew: -0.1602\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XHB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "XHB 2017-10-22 skew: -0.1602\n",
      "\n",
      "*****************************************************************************\n",
      "computing PID...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing PID 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "PID 2017-09-24 skew: 0.1777\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing PID 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "PID 2017-10-01 skew: 0.1777\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing PID 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing PID 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "PID 2017-10-15 skew: 0.1777\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing PID 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "PID 2017-10-22 skew: 0.1777\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWP...\n",
      "\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing EWP 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "EWP 2017-09-24 skew: 0.2305\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EWP 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "EWP 2017-10-01 skew: 0.2305\n",
      "--------------------------------------------------\n",
      "computing EWP 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWP 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWP 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EWP 2017-10-22 skew: 0.2305\n",
      "\n",
      "*****************************************************************************\n",
      "computing SPXU...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing SPXU 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "SPXU 2017-09-24 skew: 0.4453\n",
      "--------------------------------------------------\n",
      "computing SPXU 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SPXU 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SPXU 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "SPXU 2017-10-15 skew: 0.4453\n",
      "--------------------------------------------------\n",
      "computing SPXU 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "SPXU 2017-10-22 skew: 0.4453\n",
      "\n",
      "*****************************************************************************\n",
      "computing FXE...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing FXE 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "FXE 2017-09-24 skew: -0.0273\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing FXE 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "FXE 2017-10-01 skew: -0.0273\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing FXE 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "FXE 2017-10-08 skew: -0.0273\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing FXE 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "FXE 2017-10-15 skew: -0.3164\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing FXE 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "FXE 2017-10-22 skew: -0.3164\n",
      "\n",
      "*****************************************************************************\n",
      "computing ASHR...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing ASHR 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing ASHR 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "ASHR 2017-10-01 skew: 0.9922\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing ASHR 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "ASHR 2017-10-08 skew: 0.9922\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing ASHR 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing ASHR 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "ASHR 2017-10-22 skew: 0.9922\n",
      "\n",
      "*****************************************************************************\n",
      "computing INDA...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing INDA 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "INDA 2017-09-24 skew: -0.0391\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing INDA 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  9.1s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing INDA 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "INDA 2017-10-08 skew: -0.0391\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing INDA 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "INDA 2017-10-22 skew: -0.0391\n",
      "\n",
      "*****************************************************************************\n",
      "computing XLY...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XLY 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "XLY 2017-09-24 skew: -0.1934\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "XLY 2017-10-01 skew: 0.0371\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing XLY 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "XLY 2017-10-08 skew: 0.0371\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XLY 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  9.1s\n",
      "XLY 2017-10-15 skew: 0.0371\n",
      "--------------------------------------------------\n",
      "computing XLY 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "XLY 2017-10-22 skew: 0.0371\n",
      "\n",
      "*****************************************************************************\n",
      "computing VNQ...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "VNQ 2017-09-24 skew: -0.0723\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing VNQ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "VNQ 2017-10-01 skew: -0.0723\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing VNQ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "VNQ 2017-10-08 skew: -0.0723\n",
      "--------------------------------------------------\n",
      "computing VNQ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VNQ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "VNQ 2017-10-22 skew: -0.0723\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWC...\n",
      "\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing EWC 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "EWC 2017-09-24 skew: 0.3711\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EWC 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "EWC 2017-10-01 skew: 0.3711\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing EWC 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  9.2s\n",
      "EWC 2017-10-08 skew: 0.3711\n",
      "--------------------------------------------------\n",
      "computing EWC 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWC 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "EWC 2017-10-22 skew: 0.3711\n",
      "\n",
      "*****************************************************************************\n",
      "computing DIA...\n",
      "\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing DIA 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  9.2s\n",
      "DIA 2017-09-24 skew: 0.4297\n",
      "--------------------------------------------------\n",
      "computing DIA 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "DIA 2017-10-01 skew: 0.4297\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing DIA 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DIA 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "DIA 2017-10-15 skew: 0.4297\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing DIA 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "DIA 2017-10-22 skew: 0.4297\n",
      "\n",
      "*****************************************************************************\n",
      "computing EMB...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EMB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EMB 2017-09-24 skew: 0.4863\n",
      "[                                        ] | 0% Completed |  0.0s\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "computing EMB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "EMB 2017-10-01 skew: 0.4863\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "EMB 2017-10-08 skew: 0.4863\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing EMB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "EMB 2017-10-15 skew: 0.4863\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EMB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "EMB 2017-10-22 skew: 0.4863\n",
      "\n",
      "*****************************************************************************\n",
      "computing VWO...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VWO 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "VWO 2017-09-24 skew: 0.3086\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing VWO 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "VWO 2017-10-01 skew: -0.1953\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing VWO 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "VWO 2017-10-08 skew: -0.1953\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "VWO 2017-10-15 skew: -0.1953\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing VWO 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "VWO 2017-10-22 skew: -0.1953\n",
      "\n",
      "*****************************************************************************\n",
      "computing DXD...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DXD 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "DXD 2017-09-24 skew: -0.2539\n",
      "--------------------------------------------------\n",
      "computing DXD 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "DXD 2017-10-01 skew: -0.2187\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing DXD 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DXD 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "DXD 2017-10-15 skew: -0.2422\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing DXD 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "DXD 2017-10-22 skew: -0.6875\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWG...\n",
      "\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWG 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWG 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWG 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EWG 2017-10-08 skew: 0.7656\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing EWG 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EWG 2017-10-15 skew: 0.7656\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing EWG 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "EWG 2017-10-22 skew: 0.7656\n",
      "\n",
      "[                                        ] | 0% Completed |  0.0s************\n",
      "computing UCO...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing UCO 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "UCO 2017-09-24 skew: 0.3379\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing UCO 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UCO 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UCO 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "UCO 2017-10-15 skew: -1.8555\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing UCO 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "UCO 2017-10-22 skew: -1.8555\n",
      "\n",
      "*****************************************************************************\n",
      "computing PFF...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing PFF 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing PFF 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing PFF 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "PFF 2017-10-08 skew: -1.1465\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "PFF 2017-10-15 skew: -1.0332\n",
      "--------------------------------------------------\n",
      "computing PFF 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "PFF 2017-10-22 skew: -0.8086\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing NUGT 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "NUGT 2017-09-24 skew: -6.4805\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing NUGT 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "NUGT 2017-10-01 skew: -6.4805\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing NUGT 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing NUGT 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "NUGT 2017-10-15 skew: -6.4805\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing NUGT 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "NUGT 2017-10-22 skew: -6.4805\n",
      "\n",
      "*****************************************************************************\n",
      "computing TMV...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing TMV 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "TMV 2017-09-24 skew: 0.3750\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing TMV 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "TMV 2017-10-01 skew: 0.3750\n",
      "--------------------------------------------------\n",
      "computing TMV 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "TMV 2017-10-08 skew: 0.3750\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "TMV 2017-10-15 skew: 0.3750\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TMV 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "TMV 2017-10-22 skew: 0.2969\n",
      "\n",
      "*****************************************************************************\n",
      "computing GREK...\n",
      "\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "[                                        ] | 0% Completed |  0.0s6\n",
      "--------------------------------------------------\n",
      "computing GREK 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "GREK 2017-09-17 skew: -0.6094\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing GREK 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "GREK 2017-09-24 skew: -0.6094\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing GREK 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GREK 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "GREK 2017-10-08 skew: -1.5234\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing GREK 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "GREK 2017-10-15 skew: -1.5234\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing GREK 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "GREK 2017-10-22 skew: -1.5234\n",
      "\n",
      "*****************************************************************************\n",
      "computing SPXL...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing SPXL 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "SPXL 2017-09-24 skew: 0.6328\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "SPXL 2017-10-01 skew: 0.6328\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SPXL 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SPXL 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SPXL 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "SPXL 2017-10-22 skew: 0.6328\n",
      "\n",
      "*****************************************************************************\n",
      "computing FXC...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXC 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXC 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "FXC 2017-10-08 skew: 0.1125\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing FXC 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXC 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "FXC 2017-10-22 skew: -0.0771\n",
      "\n",
      "*****************************************************************************\n",
      "computing JNUG...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JNUG 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "JNUG 2017-09-17 skew: 5.8164\n",
      "--------------------------------------------------\n",
      "computing JNUG 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JNUG 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "JNUG 2017-10-01 skew: 3.6094\n",
      "--------------------------------------------------\n",
      "computing JNUG 3 of 6 relative to query date: 2017-10-08\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JNUG 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "JNUG 2017-10-15 skew: 3.6094\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "JNUG 2017-10-22 skew: 3.6094\n",
      "\n",
      "*****************************************************************************\n",
      "computing BOIL...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing BOIL 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "BOIL 2017-09-24 skew: 0.1016\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing BOIL 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BOIL 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "BOIL 2017-10-08 skew: 0.1016\n",
      "--------------------------------------------------\n",
      "computing BOIL 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "BOIL 2017-10-15 skew: 0.1016\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing BOIL 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "BOIL 2017-10-22 skew: -0.2266\n",
      "\n",
      "*****************************************************************************\n",
      "computing QID...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing QID 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing QID 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing QID 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing QID 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing QID 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "QID 2017-10-22 skew: 0.3750\n",
      "\n",
      "*****************************************************************************\n",
      "computing WEAT...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing WEAT 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing WEAT 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "WEAT 2017-10-01 skew: 1.3516\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing WEAT 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "WEAT 2017-10-08 skew: 1.3516\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing WEAT 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "WEAT 2017-10-15 skew: 1.3516\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing WEAT 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "WEAT 2017-10-22 skew: 1.3516\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing TNA 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "TNA 2017-09-24 skew: -0.4373\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing TNA 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "TNA 2017-10-01 skew: -0.4373\n",
      "--------------------------------------------------\n",
      "computing TNA 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TNA 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "TNA 2017-10-15 skew: -0.2344\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TNA 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "TNA 2017-10-22 skew: -0.2344\n",
      "\n",
      "*****************************************************************************\n",
      "computing SQQQ...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SQQQ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SQQQ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SQQQ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "SQQQ 2017-10-08 skew: 0.0703\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SQQQ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "SQQQ 2017-10-15 skew: 0.0703\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SQQQ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "SQQQ 2017-10-22 skew: 0.0703\n",
      "\n",
      "*****************************************************************************\n",
      "computing FAZ...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FAZ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "FAZ 2017-09-24 skew: 0.6846\n",
      "--------------------------------------------------\n",
      "computing FAZ 1 of 5 relative to query date: 2017-10-01\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FAZ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "FAZ 2017-10-08 skew: 0.6094\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing FAZ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FAZ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "FAZ 2017-10-22 skew: 0.6094\n",
      "\n",
      "*****************************************************************************\n",
      "computing SPXS...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing SPXS 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "SPXS 2017-09-24 skew: 0.3438\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SPXS 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "SPXS 2017-10-01 skew: 0.3438\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "SPXS 2017-10-08 skew: 0.3438\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SPXS 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SPXS 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "SPXS 2017-10-22 skew: 0.3438\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWH...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing EWH 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWH 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWH 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWH 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWH 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "EWH 2017-10-22 skew: 0.3477\n",
      "\n",
      "*****************************************************************************\n",
      "computing SDS...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing SDS 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "SDS 2017-09-24 skew: -2.4590\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SDS 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SDS 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "SDS 2017-10-08 skew: -2.4590\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SDS 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "SDS 2017-10-15 skew: -2.4590\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SDS 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "SDS 2017-10-22 skew: -2.4590\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWU...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWU 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "EWU 2017-09-24 skew: 0.3164\n",
      "--------------------------------------------------\n",
      "computing EWU 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  9.1s\n",
      "EWU 2017-10-01 skew: 0.6992\n",
      "--------------------------------------------------\n",
      "computing EWU 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWU 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "EWU 2017-10-15 skew: 0.6992\n",
      "--------------------------------------------------\n",
      "computing EWU 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "EWU 2017-10-22 skew: 0.6992\n",
      "\n",
      "*****************************************************************************\n",
      "computing DUST...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing DUST 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "DUST 2017-09-24 skew: 1.0684\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing DUST 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "DUST 2017-10-01 skew: 1.0430\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "DUST 2017-10-08 skew: 0.1699\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "DUST 2017-10-15 skew: 0.1699\n",
      "--------------------------------------------------\n",
      "computing DUST 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "DUST 2017-10-22 skew: 0.1699\n",
      "\n",
      "*****************************************************************************\n",
      "computing HEDJ...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing HEDJ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "HEDJ 2017-09-24 skew: 0.8691\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "HEDJ 2017-10-01 skew: -0.6660\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing HEDJ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing HEDJ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "HEDJ 2017-10-15 skew: -0.6035\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing HEDJ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "HEDJ 2017-10-22 skew: -0.6035\n",
      "\n",
      "*****************************************************************************\n",
      "computing EUO...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EUO 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EUO 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EUO 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EUO 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EUO 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EUO 2017-10-22 skew: 0.2109\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWS...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "n dates:  6\n",
      "--------------------------------------------------\n",
      "computing EWS 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWS 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWS 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWS 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWS 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWS 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EWS 2017-10-22 skew: -0.7080\n",
      "\n",
      "*****************************************************************************\n",
      "computing FXY...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing FXY 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXY 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "FXY 2017-10-01 skew: -0.3897\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing FXY 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXY 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "FXY 2017-10-15 skew: -0.3897\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing FXY 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "FXY 2017-10-22 skew: -0.3897\n",
      "\n",
      "*****************************************************************************\n",
      "computing IAU...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IAU 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "IAU 2017-09-24 skew: -1.1094\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IAU 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IAU 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "IAU 2017-10-08 skew: -1.1094\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IAU 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "IAU 2017-10-15 skew: -1.1094\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "IAU 2017-10-22 skew: -1.1094\n",
      "\n",
      "*****************************************************************************\n",
      "computing EUFN...\n",
      "\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing EUFN 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "EUFN 2017-09-24 skew: -0.4873\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EUFN 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "EUFN 2017-10-08 skew: -0.4873\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EUFN 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "EUFN 2017-10-15 skew: -0.4873\n",
      "--------------------------------------------------\n",
      "computing EUFN 4 of 5 relative to query date: 2017-10-22\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.6s\n",
      "EUFN 2017-10-22 skew: -0.3242\n",
      "\n",
      "*****************************************************************************\n",
      "computing BWX...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing BWX 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "BWX 2017-09-24 skew: -4.2549\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing BWX 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BWX 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "BWX 2017-10-08 skew: -4.2129\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing BWX 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BWX 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "BWX 2017-10-22 skew: -3.8359\n",
      "\n",
      "*****************************************************************************\n",
      "computing TWM...\n",
      "\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing TWM 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TWM 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "TWM 2017-10-01 skew: -1.5195\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TWM 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "TWM 2017-10-08 skew: -1.5195\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TWM 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TWM 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "TWM 2017-10-22 skew: -1.5195\n",
      "\n",
      "*****************************************************************************\n",
      "computing IBB...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing IBB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "IBB 2017-09-24 skew: 0.2690\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing IBB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "IBB 2017-10-01 skew: 0.2559\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IBB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "IBB 2017-10-08 skew: 0.2559\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IBB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "IBB 2017-10-15 skew: 0.2559\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing IBB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "IBB 2017-10-22 skew: 0.2559\n",
      "\n",
      "*****************************************************************************\n",
      "computing TUR...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing TUR 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "TUR 2017-09-24 skew: 0.3428\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing TUR 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TUR 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "TUR 2017-10-08 skew: 0.1367\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing TUR 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "TUR 2017-10-15 skew: 0.1367\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing TUR 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "TUR 2017-10-22 skew: 0.1367\n",
      "\n",
      "*****************************************************************************\n",
      "computing URA...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing URA 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing URA 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "URA 2017-10-01 skew: 0.7002\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing URA 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "URA 2017-10-08 skew: 0.7002\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing URA 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "URA 2017-10-15 skew: 0.7002\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing URA 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "URA 2017-10-22 skew: 0.6172\n",
      "\n",
      "*****************************************************************************\n",
      "computing CORN...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing CORN 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "CORN 2017-09-24 skew: 0.2813\n",
      "--------------------------------------------------\n",
      "computing CORN 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "CORN 2017-10-01 skew: 0.2813\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing CORN 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "CORN 2017-10-08 skew: 0.2813\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.7s\n",
      "CORN 2017-10-15 skew: 0.2813\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing CORN 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "CORN 2017-10-22 skew: 0.2813\n",
      "\n",
      "*****************************************************************************\n",
      "computing SJB...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SJB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "SJB 2017-10-01 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SJB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SJB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "SJB 2017-10-15 skew: nan\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing SJB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "SJB 2017-10-22 skew: nan\n",
      "\n",
      "*****************************************************************************\n",
      "computing MDY...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing MDY 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing MDY 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "MDY 2017-10-01 skew: 0.7449\n",
      "--------------------------------------------------\n",
      "computing MDY 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing MDY 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "MDY 2017-10-15 skew: 0.4853\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing MDY 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "MDY 2017-10-22 skew: 0.4853\n",
      "\n",
      "*****************************************************************************\n",
      "computing KOL...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing KOL 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "KOL 2017-09-24 skew: 1.2227\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing KOL 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "KOL 2017-10-01 skew: 1.2227\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing KOL 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing KOL 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing KOL 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "KOL 2017-10-22 skew: 1.2227\n",
      "\n",
      "*****************************************************************************\n",
      "computing TMF...\n",
      "\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing TMF 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "TMF 2017-09-24 skew: -1.5547\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TMF 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TMF 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TMF 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "TMF 2017-10-15 skew: -1.5547\n",
      "--------------------------------------------------\n",
      "computing TMF 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "TMF 2017-10-22 skew: -1.5547\n",
      "\n",
      "*****************************************************************************\n",
      "computing IWP...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing IWP 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "IWP 2017-09-24 skew: -0.3853\n",
      "--------------------------------------------------\n",
      "computing IWP 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "IWP 2017-10-01 skew: -0.3362\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IWP 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IWP 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "IWP 2017-10-15 skew: -0.0854\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing IWP 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "IWP 2017-10-22 skew: -0.0723\n",
      "\n",
      "*****************************************************************************\n",
      "computing MCHI...\n",
      "\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing MCHI 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing MCHI 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "MCHI 2017-10-01 skew: 1.6836\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing MCHI 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "MCHI 2017-10-08 skew: 1.6836\n",
      "--------------------------------------------------\n",
      "computing MCHI 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "MCHI 2017-10-15 skew: 1.6836\n",
      "--------------------------------------------------\n",
      "computing MCHI 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "MCHI 2017-10-22 skew: 1.6836\n",
      "\n",
      "*****************************************************************************\n",
      "computing ERX...\n",
      "\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing ERX 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "ERX 2017-09-24 skew: -0.0020\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing ERX 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing ERX 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "ERX 2017-10-08 skew: 0.0195\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing ERX 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing ERX 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "ERX 2017-10-22 skew: -0.1621\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing FAS 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FAS 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "FAS 2017-10-01 skew: -0.5283\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing FAS 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FAS 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "FAS 2017-10-15 skew: -0.5283\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing FAS 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  9.1s\n",
      "FAS 2017-10-22 skew: -0.5283\n",
      "\n",
      "*****************************************************************************\n",
      "computing HACK...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing HACK 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "HACK 2017-09-24 skew: 0.0156\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing HACK 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing HACK 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "HACK 2017-10-08 skew: 0.0156\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing HACK 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing HACK 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "HACK 2017-10-22 skew: 0.0156\n",
      "\n",
      "*****************************************************************************\n",
      "computing FDN...\n",
      "\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing FDN 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FDN 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "FDN 2017-10-01 skew: 0.4570\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing FDN 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FDN 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "FDN 2017-10-15 skew: 0.4570\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing FDN 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "FDN 2017-10-22 skew: 0.4570\n",
      "\n",
      "*****************************************************************************\n",
      "computing USDU...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing USDU 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "USDU 2017-09-24 skew: nan\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing USDU 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "USDU 2017-10-01 skew: nan\n",
      "--------------------------------------------------\n",
      "computing USDU 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "USDU 2017-10-08 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing USDU 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing USDU 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "USDU 2017-10-22 skew: nan\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  6\n",
      "--------------------------------------------------\n",
      "computing EWT 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EWT 2017-09-17 skew: 0.2813\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EWT 1 of 6 relative to query date: 2017-09-24\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EWT 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "EWT 2017-10-01 skew: 0.2813\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing EWT 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EWT 2017-10-08 skew: 0.2813\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EWT 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EWT 2017-10-15 skew: 0.2813\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EWT 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "EWT 2017-10-22 skew: 0.2813\n",
      "\n",
      "*****************************************************************************\n",
      "computing EMLC...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EMLC 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "EMLC 2017-09-24 skew: 0.2666\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "EMLC 2017-10-01 skew: 0.2129\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EMLC 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EMLC 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EMLC 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "EMLC 2017-10-22 skew: 0.4023\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "YANG 2017-09-24 skew: 0.5078\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing YANG 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "YANG 2017-10-01 skew: 0.5078\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing YANG 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing YANG 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "YANG 2017-10-15 skew: 0.4570\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing YANG 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "YANG 2017-10-22 skew: 0.4570\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s 6\n",
      "--------------------------------------------------\n",
      "computing GUSH 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "GUSH 2017-09-17 skew: -1.3955\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "GUSH 2017-09-24 skew: -0.6816\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing GUSH 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "GUSH 2017-10-01 skew: -0.6816\n",
      "--------------------------------------------------\n",
      "computing GUSH 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "GUSH 2017-10-08 skew: -0.6816\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing GUSH 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "GUSH 2017-10-15 skew: -0.6816\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing GUSH 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "GUSH 2017-10-22 skew: -0.6816\n",
      "\n",
      "*****************************************************************************\n",
      "computing DOG...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing DOG 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "DOG 2017-09-24 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing DOG 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "DOG 2017-10-01 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing DOG 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "DOG 2017-10-08 skew: -1.7070\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing DOG 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "DOG 2017-10-15 skew: -1.7070\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing DOG 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "DOG 2017-10-22 skew: -1.6992\n",
      "\n",
      "*****************************************************************************\n",
      "computing XES...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s6\n",
      "--------------------------------------------------\n",
      "computing XES 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "XES 2017-09-17 skew: 0.2031\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XES 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XES 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XES 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "XES 2017-10-08 skew: 0.2031\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing XES 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing XES 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "XES 2017-10-22 skew: 0.2031\n",
      "\n",
      "*****************************************************************************\n",
      "computing GDXS...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing GDXS 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "GDXS 2017-09-24 skew: -1.8105\n",
      "--------------------------------------------------\n",
      "computing GDXS 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "GDXS 2017-10-01 skew: -1.8105\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GDXS 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GDXS 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "GDXS 2017-10-22 skew: -1.0146\n",
      "\n",
      "*****************************************************************************\n",
      "computing KWEB...\n",
      "\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s 6\n",
      "--------------------------------------------------\n",
      "computing KWEB 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing KWEB 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "KWEB 2017-09-24 skew: -0.0488\n",
      "--------------------------------------------------\n",
      "computing KWEB 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "KWEB 2017-10-01 skew: -0.0488\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing KWEB 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "KWEB 2017-10-08 skew: -0.0488\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing KWEB 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "KWEB 2017-10-15 skew: -0.0488\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing KWEB 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "KWEB 2017-10-22 skew: -0.0488\n",
      "\n",
      "*****************************************************************************\n",
      "computing HDGE...\n",
      "\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing HDGE 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "HDGE 2017-09-24 skew: nan\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing HDGE 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "HDGE 2017-10-01 skew: nan\n",
      "--------------------------------------------------\n",
      "computing HDGE 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "HDGE 2017-10-08 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing HDGE 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing HDGE 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "HDGE 2017-10-22 skew: nan\n",
      "\n",
      "*****************************************************************************\n",
      "computing TQQQ...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing TQQQ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "TQQQ 2017-09-24 skew: 0.3047\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TQQQ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TQQQ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "TQQQ 2017-10-08 skew: 0.3047\n",
      "--------------------------------------------------\n",
      "computing TQQQ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TQQQ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "TQQQ 2017-10-22 skew: 0.3047\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  6\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TAN 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "TAN 2017-09-17 skew: 0.3047\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing TAN 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "TAN 2017-09-24 skew: 0.3042\n",
      "--------------------------------------------------\n",
      "computing TAN 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "TAN 2017-10-01 skew: 0.3042\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TAN 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TAN 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "TAN 2017-10-15 skew: 0.3042\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing TAN 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "TAN 2017-10-22 skew: 0.3042\n",
      "\n",
      "*****************************************************************************\n",
      "computing SIL...\n",
      "[                                        ] | 0% Completed |  0.0s\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s6\n",
      "--------------------------------------------------\n",
      "computing SIL 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "SIL 2017-09-17 skew: -0.4258\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SIL 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SIL 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "SIL 2017-10-01 skew: -0.4258\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SIL 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SIL 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "SIL 2017-10-15 skew: -0.4258\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SIL 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "SIL 2017-10-22 skew: -0.4258\n",
      "\n",
      "*****************************************************************************\n",
      "computing LABD...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing LABD 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing LABD 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "LABD 2017-10-01 skew: -4.1484\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing LABD 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing LABD 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "LABD 2017-10-15 skew: -4.1484\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing LABD 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "LABD 2017-10-22 skew: -4.1484\n",
      "\n",
      "*****************************************************************************\n",
      "computing GWX...\n",
      "\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s 4\n",
      "--------------------------------------------------\n",
      "computing GWX 0 of 4 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "GWX 2017-10-01 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing GWX 1 of 4 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "GWX 2017-10-08 skew: nan\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing GWX 2 of 4 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "GWX 2017-10-15 skew: nan\n",
      "--------------------------------------------------\n",
      "computing GWX 3 of 4 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "GWX 2017-10-22 skew: nan\n",
      "\n",
      "*****************************************************************************\n",
      "computing DBB...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DBB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "DBB 2017-09-24 skew: -6.6436\n",
      "--------------------------------------------------\n",
      "computing DBB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DBB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "DBB 2017-10-08 skew: -6.5410\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing DBB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "DBB 2017-10-15 skew: -6.4922\n",
      "--------------------------------------------------\n",
      "computing DBB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "DBB 2017-10-22 skew: -6.1250\n",
      "\n",
      "*****************************************************************************\n",
      "computing LIT...\n",
      "\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing LIT 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "LIT 2017-09-24 skew: 2.5937\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing LIT 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing LIT 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "LIT 2017-10-08 skew: 2.5937\n",
      "--------------------------------------------------\n",
      "computing LIT 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing LIT 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "LIT 2017-10-22 skew: 2.5937\n",
      "\n",
      "*****************************************************************************\n",
      "computing IWD...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing IWD 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IWD 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IWD 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "IWD 2017-10-08 skew: -0.2402\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IWD 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "IWD 2017-10-15 skew: -0.1802\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IWD 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "IWD 2017-10-22 skew: -0.1318\n",
      "\n",
      "*****************************************************************************\n",
      "computing EZU...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EZU 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "EZU 2017-09-24 skew: -0.0391\n",
      "--------------------------------------------------\n",
      "computing EZU 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "EZU 2017-10-01 skew: -0.0391\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EZU 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EZU 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "EZU 2017-10-15 skew: -0.0391\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EZU 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "EZU 2017-10-22 skew: 0.1836\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s6\n",
      "--------------------------------------------------\n",
      "computing ECH 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "ECH 2017-09-17 skew: -0.3257\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing ECH 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "ECH 2017-09-24 skew: -0.2715\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing ECH 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "ECH 2017-10-01 skew: -0.2969\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing ECH 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "ECH 2017-10-08 skew: -0.0693\n",
      "--------------------------------------------------\n",
      "computing ECH 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "ECH 2017-10-15 skew: -0.3272\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing ECH 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "ECH 2017-10-22 skew: -0.0049\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing EDZ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "EDZ 2017-09-24 skew: -1.7139\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing EDZ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EDZ 2017-10-01 skew: -1.5166\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EDZ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "EDZ 2017-10-08 skew: -1.5166\n",
      "--------------------------------------------------\n",
      "computing EDZ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "EDZ 2017-10-15 skew: -1.5166\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "EDZ 2017-10-22 skew: -1.5166\n",
      "\n",
      "*****************************************************************************\n",
      "computing IWS...\n",
      "\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing IWS 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IWS 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IWS 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "IWS 2017-10-08 skew: 0.9580\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IWS 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "IWS 2017-10-15 skew: 0.9580\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IWS 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "IWS 2017-10-22 skew: 0.9580\n",
      "\n",
      "*****************************************************************************\n",
      "computing ERY...\n",
      "\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing ERY 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "ERY 2017-09-24 skew: -2.6934\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing ERY 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "ERY 2017-10-01 skew: -2.6885\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing ERY 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing ERY 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "ERY 2017-10-15 skew: -2.6523\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing ERY 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "ERY 2017-10-22 skew: -2.4648\n",
      "\n",
      "*****************************************************************************\n",
      "computing SSO...\n",
      "\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SSO 0 of 5 relative to query date: 2017-09-24\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  8.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SSO 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "SSO 2017-10-01 skew: 1.4121\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SSO 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "SSO 2017-10-08 skew: 1.4121\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SSO 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "SSO 2017-10-15 skew: 1.4121\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SSO 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "SSO 2017-10-22 skew: 1.4121\n",
      "\n",
      "*****************************************************************************\n",
      "computing ELD...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing ELD 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing ELD 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "ELD 2017-10-01 skew: 1.7024\n",
      "--------------------------------------------------\n",
      "computing ELD 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "ELD 2017-10-08 skew: 1.7024\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing ELD 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "ELD 2017-10-15 skew: 1.7024\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing ELD 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "ELD 2017-10-22 skew: 1.7024\n",
      "\n",
      "*****************************************************************************\n",
      "computing VEA...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing VEA 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VEA 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "VEA 2017-10-01 skew: 0.4297\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing VEA 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VEA 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VEA 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "VEA 2017-10-22 skew: 0.4297\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing IEZ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IEZ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "IEZ 2017-10-01 skew: 3.9180\n",
      "--------------------------------------------------\n",
      "computing IEZ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IEZ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IEZ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "IEZ 2017-10-22 skew: 3.9180\n",
      "\n",
      "*****************************************************************************\n",
      "computing EWM...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing EWM 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "EWM 2017-09-24 skew: 0.1348\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EWM 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "EWM 2017-10-01 skew: 0.1699\n",
      "--------------------------------------------------\n",
      "computing EWM 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EWM 2017-10-08 skew: 0.2314\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EWM 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "EWM 2017-10-15 skew: 0.2246\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "EWM 2017-10-22 skew: 0.5234\n",
      "\n",
      "*****************************************************************************\n",
      "computing SCO...\n",
      "\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SCO 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SCO 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "SCO 2017-10-01 skew: -4.2578\n",
      "--------------------------------------------------\n",
      "computing SCO 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SCO 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "SCO 2017-10-15 skew: -3.9648\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SCO 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "SCO 2017-10-22 skew: -3.9648\n",
      "\n",
      "*****************************************************************************\n",
      "computing NIB...\n",
      "\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing NIB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "NIB 2017-09-24 skew: 0.6953\n",
      "--------------------------------------------------\n",
      "computing NIB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing NIB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "NIB 2017-10-08 skew: 0.6953\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing NIB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing NIB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "NIB 2017-10-22 skew: 0.6953\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing VIXM 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VIXM 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VIXM 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "VIXM 2017-10-08 skew: 0.2773\n",
      "--------------------------------------------------\n",
      "computing VIXM 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "VIXM 2017-10-15 skew: 0.2773\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "VIXM 2017-10-22 skew: 0.2773\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UDN 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UDN 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "UDN 2017-10-01 skew: 0.3320\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing UDN 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UDN 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "UDN 2017-10-15 skew: 0.3320\n",
      "--------------------------------------------------\n",
      "computing UDN 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "UDN 2017-10-22 skew: 0.3320\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing UPRO 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UPRO 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UPRO 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing UPRO 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "UPRO 2017-10-15 skew: 2.6440\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing UPRO 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "UPRO 2017-10-22 skew: 2.6440\n",
      "\n",
      "*****************************************************************************\n",
      "computing SEF...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SEF 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "SEF 2017-09-24 skew: nan\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing SEF 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "SEF 2017-10-01 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SEF 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "SEF 2017-10-08 skew: nan\n",
      "--------------------------------------------------\n",
      "computing SEF 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SEF 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "SEF 2017-10-22 skew: nan\n",
      "\n",
      "*****************************************************************************\n",
      "computing FXF...\n",
      "\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "[                                        ] | 0% Completed |  0.0s6\n",
      "--------------------------------------------------\n",
      "computing FXF 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  9.1s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXF 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed | 42.1s\n",
      "FXF 2017-09-24 skew: -0.0146\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing FXF 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed | 11.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXF 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  9.2s\n",
      "FXF 2017-10-08 skew: -0.0146\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "FXF 2017-10-15 skew: -0.0146\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing FXF 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "FXF 2017-10-22 skew: -0.0146\n",
      "\n",
      "*****************************************************************************\n",
      "computing JJC...\n",
      "\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing JJC 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "JJC 2017-09-24 skew: -3.0078\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JJC 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JJC 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "JJC 2017-10-15 skew: -2.8975\n",
      "--------------------------------------------------\n",
      "computing JJC 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "JJC 2017-10-22 skew: -2.8975\n",
      "\n",
      "*****************************************************************************\n",
      "computing BNO...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.0s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing BNO 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BNO 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "BNO 2017-10-01 skew: -0.3477\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing BNO 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "BNO 2017-10-08 skew: -0.3398\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing BNO 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "BNO 2017-10-15 skew: -0.1641\n",
      "--------------------------------------------------\n",
      "computing BNO 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "BNO 2017-10-22 skew: -0.0547\n",
      "\n",
      "*****************************************************************************\n",
      "computing VXZ...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing VXZ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VXZ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "VXZ 2017-10-01 skew: -0.7969\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing VXZ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VXZ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "VXZ 2017-10-15 skew: -0.7969\n",
      "--------------------------------------------------\n",
      "computing VXZ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "VXZ 2017-10-22 skew: -0.7969\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[####################################    ] | 90% Completed |  7.1s\n",
      "GUR error, index 0 is out of bounds for axis 0 with size 0\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing SDOW 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SDOW 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "SDOW 2017-10-01 skew: -0.6230\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SDOW 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SDOW 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "SDOW 2017-10-22 skew: -0.6230\n",
      "\n",
      "*****************************************************************************\n",
      "computing IEMG...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing IEMG 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "IEMG 2017-09-24 skew: 0.2283\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing IEMG 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IEMG 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "IEMG 2017-10-08 skew: 0.2283\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IEMG 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.1s\n",
      "IEMG 2017-10-15 skew: 0.2283\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing IEMG 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "IEMG 2017-10-22 skew: 0.2283\n",
      "\n",
      "*****************************************************************************\n",
      "computing JDST...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing JDST 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JDST 1 of 5 relative to query date: 2017-10-01\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JDST 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JDST 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JDST 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "JDST 2017-10-22 skew: 0.2808\n",
      "\n",
      "*****************************************************************************\n",
      "computing EZA...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing EZA 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "EZA 2017-09-24 skew: -0.9468\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing EZA 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "EZA 2017-10-01 skew: -0.9468\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "EZA 2017-10-08 skew: -0.9468\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "EZA 2017-10-15 skew: -0.9248\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing EZA 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "EZA 2017-10-22 skew: -0.5859\n",
      "\n",
      "*****************************************************************************\n",
      "computing DVY...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing DVY 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DVY 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "DVY 2017-10-01 skew: 0.5449\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing DVY 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "DVY 2017-10-08 skew: 0.5449\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing DVY 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DVY 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "DVY 2017-10-22 skew: 0.5449\n",
      "\n",
      "*****************************************************************************\n",
      "computing GWL...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GWL 0 of 4 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GWL 1 of 4 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GWL 2 of 4 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "GWL 2017-10-08 skew: 0.2002\n",
      "--------------------------------------------------\n",
      "computing GWL 3 of 4 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "GWL 2017-10-15 skew: 0.2002\n",
      "\n",
      "*****************************************************************************\n",
      "computing SHY...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SHY 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "SHY 2017-09-24 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SHY 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "SHY 2017-10-01 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SHY 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "SHY 2017-10-08 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SHY 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SHY 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "SHY 2017-10-22 skew: nan\n",
      "\n",
      "*****************************************************************************\n",
      "computing CYB...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing CYB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "CYB 2017-09-24 skew: -0.3960\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing CYB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing CYB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "CYB 2017-10-08 skew: -0.4658\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing CYB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "CYB 2017-10-22 skew: -0.3437\n",
      "\n",
      "*****************************************************************************\n",
      "computing VTI...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing VTI 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "VTI 2017-09-24 skew: 0.4746\n",
      "--------------------------------------------------\n",
      "computing VTI 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VTI 2 of 5 relative to query date: 2017-10-08\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.8s\n",
      "VTI 2017-10-08 skew: 0.4746\n",
      "--------------------------------------------------\n",
      "computing VTI 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "VTI 2017-10-15 skew: 0.4746\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing VTI 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "VTI 2017-10-22 skew: 0.4746\n",
      "\n",
      "*****************************************************************************\n",
      "computing SEA...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing SEA 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "SEA 2017-09-24 skew: 0.3281\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SEA 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "SEA 2017-10-01 skew: 0.3281\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SEA 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SEA 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SEA 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "SEA 2017-10-22 skew: 0.3281\n",
      "\n",
      "*****************************************************************************\n",
      "computing USMV...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing USMV 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing USMV 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "USMV 2017-10-01 skew: 0.5820\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing USMV 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing USMV 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing USMV 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "USMV 2017-10-22 skew: 0.5820\n",
      "\n",
      "*****************************************************************************\n",
      "computing FXB...\n",
      "\n",
      "[########################################] | 100% Completed |  7.1s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing FXB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "FXB 2017-09-24 skew: 0.2246\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "FXB 2017-10-08 skew: 0.2246\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing FXB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.9s\n",
      "FXB 2017-10-22 skew: 0.2153\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s 6\n",
      "--------------------------------------------------\n",
      "computing VFH 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VFH 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VFH 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "VFH 2017-10-01 skew: 0.9629\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing VFH 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "VFH 2017-10-08 skew: 0.9629\n",
      "--------------------------------------------------\n",
      "computing VFH 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "VFH 2017-10-15 skew: 0.9629\n",
      "--------------------------------------------------\n",
      "computing VFH 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "VFH 2017-10-22 skew: 0.8916\n",
      "\n",
      "*****************************************************************************\n",
      "computing IGV...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  6\n",
      "--------------------------------------------------\n",
      "computing IGV 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  9.0s\n",
      "IGV 2017-09-17 skew: 0.0068\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing IGV 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "IGV 2017-09-24 skew: 0.0068\n",
      "--------------------------------------------------\n",
      "computing IGV 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IGV 3 of 6 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IGV 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IGV 5 of 6 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "IGV 2017-10-22 skew: 0.0068\n",
      "\n",
      "*****************************************************************************\n",
      "computing IJR...\n",
      "[                                        ] | 0% Completed |  0.0s\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  8.9s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing IJR 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IJR 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "IJR 2017-10-01 skew: 0.3340\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing IJR 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IJR 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  9.1s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IJR 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "IJR 2017-10-22 skew: 0.3340\n",
      "\n",
      "*****************************************************************************\n",
      "computing YINN...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing YINN 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "YINN 2017-10-01 skew: -0.0312\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing YINN 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "YINN 2017-10-08 skew: -0.0312\n",
      "--------------------------------------------------\n",
      "computing YINN 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.9s\n",
      "YINN 2017-10-15 skew: -0.0312\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing YINN 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "YINN 2017-10-22 skew: -0.0312\n",
      "\n",
      "*****************************************************************************\n",
      "computing SGG...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SGG 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "SGG 2017-09-24 skew: -0.0078\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SGG 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SGG 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "SGG 2017-10-08 skew: -0.0078\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SGG 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "SGG 2017-10-22 skew: -0.0078\n",
      "\n",
      "*****************************************************************************\n",
      "computing BRF...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing BRF 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "BRF 2017-09-24 skew: -1.0039\n",
      "--------------------------------------------------\n",
      "computing BRF 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "BRF 2017-10-01 skew: -1.0039\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing BRF 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BRF 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BRF 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "BRF 2017-10-22 skew: -0.3633\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing TBF 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "TBF 2017-09-24 skew: -2.1055\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "TBF 2017-10-01 skew: -2.1055\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TBF 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "TBF 2017-10-08 skew: -2.1055\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing TBF 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "TBF 2017-10-15 skew: -2.1055\n",
      "--------------------------------------------------\n",
      "computing TBF 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "TBF 2017-10-22 skew: -2.1055\n",
      "\n",
      "*****************************************************************************\n",
      "computing LEMB...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing LEMB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "LEMB 2017-09-24 skew: nan\n",
      "--------------------------------------------------\n",
      "computing LEMB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "LEMB 2017-10-01 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing LEMB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "LEMB 2017-10-08 skew: nan\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing LEMB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing LEMB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "LEMB 2017-10-22 skew: nan\n",
      "\n",
      "[                                        ] | 0% Completed |  0.0s************\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "computing IWF...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing IWF 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IWF 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "IWF 2017-10-01 skew: 0.3076\n",
      "--------------------------------------------------\n",
      "computing IWF 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "IWF 2017-10-08 skew: 0.3076\n",
      "--------------------------------------------------\n",
      "computing IWF 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IWF 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "IWF 2017-10-22 skew: 0.2490\n",
      "\n",
      "*****************************************************************************\n",
      "computing FXA...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "n dates:  6\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing FXA 0 of 6 relative to query date: 2017-09-17\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXA 1 of 6 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXA 2 of 6 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "FXA 2017-10-01 skew: 0.6328\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXA 4 of 6 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "FXA 2017-10-15 skew: 0.6328\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "FXA 2017-10-22 skew: 0.6328\n",
      "\n",
      "*****************************************************************************\n",
      "computing SIVR...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing SIVR 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "SIVR 2017-09-24 skew: 0.6094\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SIVR 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "SIVR 2017-10-01 skew: 0.6094\n",
      "--------------------------------------------------\n",
      "computing SIVR 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SIVR 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "SIVR 2017-10-15 skew: 0.6094\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "SIVR 2017-10-22 skew: 0.6094\n",
      "\n",
      "*****************************************************************************\n",
      "computing REMX...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing REMX 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing REMX 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing REMX 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "REMX 2017-10-08 skew: -0.2578\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing REMX 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing REMX 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "REMX 2017-10-22 skew: -0.2012\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SOXX 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "SOXX 2017-09-24 skew: 0.3252\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SOXX 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SOXX 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SOXX 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "SOXX 2017-10-15 skew: 0.3252\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SOXX 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "SOXX 2017-10-22 skew: 0.3252\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing AGQ 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "AGQ 2017-09-24 skew: 0.1758\n",
      "--------------------------------------------------\n",
      "computing AGQ 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing AGQ 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "AGQ 2017-10-08 skew: 0.1758\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing AGQ 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing AGQ 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "AGQ 2017-10-22 skew: 0.1758\n",
      "\n",
      "*****************************************************************************\n",
      "computing FXH...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXH 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.7s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FXH 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "FXH 2017-10-08 skew: -1.0752\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing FXH 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "FXH 2017-10-15 skew: -1.0706\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing FXH 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "FXH 2017-10-22 skew: -1.0496\n",
      "\n",
      "*****************************************************************************\n",
      "computing JJG...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing JJG 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JJG 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "JJG 2017-10-01 skew: -0.5859\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "JJG 2017-10-08 skew: -0.5859\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing JJG 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "JJG 2017-10-22 skew: -0.5156\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.0s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing USL 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "USL 2017-09-24 skew: 0.4927\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing USL 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing USL 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "USL 2017-10-08 skew: 0.5439\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing USL 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing USL 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "USL 2017-10-22 skew: 0.0859\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.1s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing QLD 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "QLD 2017-09-24 skew: 0.2754\n",
      "--------------------------------------------------\n",
      "computing QLD 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing QLD 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "QLD 2017-10-08 skew: 0.2754\n",
      "--------------------------------------------------\n",
      "computing QLD 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing QLD 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "QLD 2017-10-22 skew: 0.2754\n",
      "\n",
      "*****************************************************************************\n",
      "computing PBW...\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing PBW 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "PBW 2017-09-24 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing PBW 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "PBW 2017-10-01 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing PBW 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing PBW 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "PBW 2017-10-15 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing PBW 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "PBW 2017-10-22 skew: nan\n",
      "\n",
      "*****************************************************************************\n",
      "computing BZF...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing BZF 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BZF 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "BZF 2017-10-01 skew: 0.9258\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing BZF 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.7s\n",
      "BZF 2017-10-08 skew: 0.9258\n",
      "--------------------------------------------------\n",
      "computing BZF 3 of 5 relative to query date: 2017-10-15\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  8.7s\n",
      "BZF 2017-10-15 skew: 0.9258\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing BZF 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "BZF 2017-10-22 skew: 0.8242\n",
      "\n",
      "*****************************************************************************\n",
      "computing RUSL...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing RUSL 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "RUSL 2017-09-24 skew: 0.2813\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing RUSL 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing RUSL 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "RUSL 2017-10-08 skew: 0.2813\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing RUSL 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "RUSL 2017-10-15 skew: 0.2813\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing RUSL 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "RUSL 2017-10-22 skew: 0.2813\n",
      "\n",
      "*****************************************************************************\n",
      "computing FCG...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FCG 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing FCG 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "FCG 2017-10-01 skew: 0.9648\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing FCG 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "FCG 2017-10-08 skew: 0.9648\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "FCG 2017-10-15 skew: 0.9648\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing FCG 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "FCG 2017-10-22 skew: 0.9648\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing VOO 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing VOO 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "VOO 2017-10-01 skew: 0.0771\n",
      "--------------------------------------------------\n",
      "computing VOO 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "VOO 2017-10-08 skew: 0.0771\n",
      "--------------------------------------------------\n",
      "computing VOO 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "VOO 2017-10-15 skew: 0.0771\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing VOO 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "VOO 2017-10-22 skew: 0.0771\n",
      "\n",
      "*****************************************************************************\n",
      "computing GVI...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing GVI 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GVI 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "GVI 2017-10-01 skew: nan\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "GVI 2017-10-08 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing GVI 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GVI 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "GVI 2017-10-22 skew: nan\n",
      "\n",
      "*****************************************************************************\n",
      "computing SOYB...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing SOYB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "SOYB 2017-09-24 skew: -3.4453\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing SOYB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "SOYB 2017-10-01 skew: -3.4453\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SOYB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "SOYB 2017-10-08 skew: -3.4453\n",
      "--------------------------------------------------\n",
      "computing SOYB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.1s\n",
      "SOYB 2017-10-15 skew: -3.4453\n",
      "--------------------------------------------------\n",
      "computing SOYB 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "SOYB 2017-10-22 skew: -3.4453\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s5\n",
      "--------------------------------------------------\n",
      "computing DBEF 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DBEF 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DBEF 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "DBEF 2017-10-08 skew: 0.1533\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing DBEF 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing DBEF 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "DBEF 2017-10-22 skew: 0.3174\n",
      "\n",
      "*****************************************************************************\n",
      "computing SKF...\n",
      "\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SKF 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "SKF 2017-09-24 skew: -2.1963\n",
      "--------------------------------------------------\n",
      "computing SKF 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "SKF 2017-10-01 skew: -2.1963\n",
      "--------------------------------------------------\n",
      "computing SKF 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SKF 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "SKF 2017-10-15 skew: -2.0752\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SKF 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "SKF 2017-10-22 skew: -2.0371\n",
      "\n",
      "*****************************************************************************\n",
      "computing IVV...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  8.5s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing IVV 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IVV 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  9.1s\n",
      "IVV 2017-10-01 skew: 0.1533\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing IVV 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing IVV 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "IVV 2017-10-15 skew: 0.1533\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing IVV 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "IVV 2017-10-22 skew: 0.1533\n",
      "\n",
      "*****************************************************************************\n",
      "computing TECS...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TECS 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "TECS 2017-09-24 skew: nan\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing TECS 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing TECS 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "TECS 2017-10-08 skew: -1.0527\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing TECS 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "TECS 2017-10-15 skew: -1.0527\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing TECS 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "TECS 2017-10-22 skew: -1.0957\n",
      "\n",
      "*****************************************************************************\n",
      "computing SOXS...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "--------------------------------------------------\n",
      "computing SOXS 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SOXS 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SOXS 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing SOXS 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "SOXS 2017-10-15 skew: -10.9609\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing SOXS 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "SOXS 2017-10-22 skew: -10.9609\n",
      "\n",
      "*****************************************************************************\n",
      "computing BIB...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing BIB 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.2s\n",
      "BIB 2017-09-24 skew: 0.0332\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing BIB 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "BIB 2017-10-01 skew: 0.0332\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing BIB 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.1s\n",
      "BIB 2017-10-08 skew: 0.0332\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing BIB 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "BIB 2017-10-15 skew: 0.0332\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "BIB 2017-10-22 skew: 0.0332\n",
      "\n",
      "*****************************************************************************\n",
      "computing HEZU...\n",
      "\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing HEZU 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing HEZU 1 of 5 relative to query date: 2017-10-01\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[########################################] | 100% Completed |  7.4s\n",
      "HEZU 2017-10-01 skew: 0.3022\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "HEZU 2017-10-08 skew: 0.3657\n",
      "--------------------------------------------------\n",
      "computing HEZU 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "HEZU 2017-10-15 skew: 0.3999\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing HEZU 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.5s\n",
      "HEZU 2017-10-22 skew: 0.3936\n",
      "\n",
      "*****************************************************************************\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "\n",
      "[########################################] | 100% Completed |  7.0s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing PIN 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "PIN 2017-09-24 skew: 0.3984\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing PIN 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing PIN 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing PIN 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "PIN 2017-10-15 skew: 0.3984\n",
      "[                                        ] | 0% Completed |  0.0s--------------------------------------------------\n",
      "computing PIN 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "PIN 2017-10-22 skew: 0.3984\n",
      "\n",
      "*****************************************************************************\n",
      "computing BRZU...\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "n dates:  5\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "computing BRZU 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BRZU 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "BRZU 2017-10-01 skew: 1.9844\n",
      "--------------------------------------------------\n",
      "computing BRZU 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  7.6s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BRZU 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  7.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing BRZU 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "BRZU 2017-10-22 skew: 1.9844\n",
      "\n",
      "*****************************************************************************\n",
      "computing GASL...\n",
      "\n",
      "[########################################] | 100% Completed |  7.3s\n",
      "[                                        ] | 0% Completed |  0.0s 5\n",
      "--------------------------------------------------\n",
      "computing GASL 0 of 5 relative to query date: 2017-09-24\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "GASL 2017-09-24 skew: 0.4375\n",
      "--------------------------------------------------\n",
      "[                                        ] | 0% Completed |  0.0scomputing GASL 1 of 5 relative to query date: 2017-10-01\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GASL 2 of 5 relative to query date: 2017-10-08\n",
      "[########################################] | 100% Completed |  8.8s\n",
      "[                                        ] | 0% Completed |  0.0s\n",
      "--------------------------------------------------\n",
      "computing GASL 3 of 5 relative to query date: 2017-10-15\n",
      "[########################################] | 100% Completed |  8.6s\n",
      "GASL 2017-10-15 skew: 0.4375\n",
      "--------------------------------------------------\n",
      "computing GASL 4 of 5 relative to query date: 2017-10-22\n",
      "[########################################] | 100% Completed |  7.4s\n",
      "GASL 2017-10-22 skew: 0.4375\n",
      "CPU times: user 2h 10min 17s, sys: 31min 17s, total: 2h 41min 35s\n",
      "Wall time: 2h 39min 33s\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "\n",
    "# choose to calc etf with most open interest\n",
    "k = 200\n",
    "top_k = mdf.groupby(['root'])['open_int'].mean().nlargest(k).compute()\n",
    "date_today = pd.to_datetime('today').date()\n",
    "\n",
    "missing_symbols = {}\n",
    "all_syms = {}\n",
    "\n",
    "skew_dir = data_dir + '/skew_calcs/'\n",
    "\n",
    "for sym in top_k.index: \n",
    "    sym_skews = {}    \n",
    "    print()\n",
    "    print('*'*77)   \n",
    "    print(f'computing {sym}...')\n",
    "    print()\n",
    "    try:\n",
    "        # get relevant quote dates by first filtering by symbol\n",
    "        sym_ddf = mdf.query(f'root==\"{sym}\"')\n",
    "        dt_range = dask_date_interval(sym_ddf).compute()\n",
    "        print('n dates: ', len(dt_range))\n",
    "        \n",
    "        # iterate over dates in date range, compute skews, add to symbol dict\n",
    "        for i, q_date in enumerate(dt_range):\n",
    "            print('-'*50)\n",
    "            print(f'computing {sym} {i} of {len(dt_range)} relative to query date: {q_date.date()}')               \n",
    "            try:\n",
    "                iv_skew = run_skew(sym_ddf, query_date=q_date)\n",
    "                skew_metric = iv_skew.compute() # compute skew\n",
    "                sym_skews[q_date.date()] = skew_metric # add to symbol dict\n",
    "                print(f'{sym} {q_date.date()} skew: {skew_metric:0.4f}')\n",
    "            except Exception as e:\n",
    "                print(e)\n",
    "                    \n",
    "        # make skew df and add to all symbol dict\n",
    "        skew_df = make_symbol_skew_df(sym_skews, sym)\n",
    "        all_syms[sym] = skew_df\n",
    "        \n",
    "        # save data by symbol with the date of calculation (today) \n",
    "        #  all query dates are contained in each symbol's df\n",
    "        _fp = skew_dir + f'{sym}_skew_data_{date_today}.parquet'\n",
    "        pq_save(_fp, skew_df)     \n",
    "\n",
    "    except Exception as e:\n",
    "        print(f'{sym} error, {e}')\n",
    "        missing_symbols[sym] = e   \n",
    "        "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Finally we aggregate all the data into dataframes and save those to disk as `parquet` files. "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "raw_df, binned_df = make_skew_df(all_syms)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "-------------------------------------------------------------------------------\n",
      "dataframe information\n",
      "-------------------------------------------------------------------------------\n",
      "              EEM    USO     XLF     SPY    GDX    UNG     XOP    EFA    AAXJ  \\\n",
      "2017-09-24 0.4570 0.2812  0.1953  0.1211 0.2266 0.3516 -0.0391 0.1504 -0.7393   \n",
      "2017-10-01 0.4570 0.3125  0.1953 -0.4370 0.1875 0.4766 -0.0391 0.1504 -0.7393   \n",
      "2017-10-08 0.4570 0.1758  0.2734 -0.4370 0.1719 0.3438  0.0547 0.1504 -0.7393   \n",
      "2017-10-15 0.4570 0.1758 -0.2070 -0.4331 0.1719 0.3438  0.0547 0.1973 -0.7393   \n",
      "2017-10-22 0.4570 0.1758 -0.2070 -0.4331 0.1719 0.3438  0.0547 0.1973 -0.7393   \n",
      "\n",
      "              EWZ  ...     DBEF     SKF    IVV    TECS     SOXS    BIB   HEZU  \\\n",
      "2017-09-24 0.1953  ...   0.0708 -2.1963 0.1533     nan -10.9609 0.0332 0.2436   \n",
      "2017-10-01 0.1328  ...   0.1001 -2.1963 0.1533 -1.0527 -10.9609 0.0332 0.3022   \n",
      "2017-10-08 0.1328  ...   0.1533 -2.1094 0.1533 -1.0527 -10.9609 0.0332 0.3657   \n",
      "2017-10-15 0.0234  ...   0.2266 -2.0752 0.1533 -1.0527 -10.9609 0.0332 0.3999   \n",
      "2017-10-22 0.0234  ...   0.3174 -2.0371 0.1533 -1.0957 -10.9609 0.0332 0.3936   \n",
      "\n",
      "              PIN   BRZU   GASL  \n",
      "2017-09-24 0.3984 1.9922 0.4375  \n",
      "2017-10-01 0.3984 1.9844 0.4375  \n",
      "2017-10-08 0.3984 1.9844 0.4375  \n",
      "2017-10-15 0.3984 1.9844 0.4375  \n",
      "2017-10-22 0.3984 1.9844 0.4375  \n",
      "\n",
      "[5 rows x 189 columns]\n",
      "--------------------------------------------------\n",
      "<class 'pandas.core.frame.DataFrame'>\n",
      "DatetimeIndex: 6 entries, 2017-09-17 to 2017-10-22\n",
      "Freq: W-SUN\n",
      "Columns: 189 entries, EEM to GASL\n",
      "dtypes: float64(189)\n",
      "memory usage: 8.9 KB\n",
      "None\n",
      "-------------------------------------------------------------------------------\n",
      "\n"
     ]
    }
   ],
   "source": [
    "cprint(raw_df)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "-------------------------------------------------------------------------------\n",
      "dataframe information\n",
      "-------------------------------------------------------------------------------\n",
      "              EEM    USO    XLF    SPY    GDX    UNG    XOP    EFA   AAXJ  \\\n",
      "2017-09-24 8.0000 7.0000 6.0000 5.0000 6.0000 7.0000 4.0000 5.0000 2.0000   \n",
      "2017-10-01 8.0000 7.0000 6.0000 3.0000 6.0000 8.0000 4.0000 6.0000 2.0000   \n",
      "2017-10-08 8.0000 6.0000 7.0000 3.0000 6.0000 8.0000 5.0000 6.0000 2.0000   \n",
      "2017-10-15 8.0000 6.0000 4.0000 3.0000 6.0000 7.0000 5.0000 6.0000 2.0000   \n",
      "2017-10-22 8.0000 6.0000 4.0000 3.0000 6.0000 7.0000 5.0000 6.0000 2.0000   \n",
      "\n",
      "              EWZ  ...     DBEF    SKF    IVV   TECS   SOXS    BIB   HEZU  \\\n",
      "2017-09-24 6.0000  ...   5.0000 1.0000 5.0000    nan 1.0000 5.0000 6.0000   \n",
      "2017-10-01 5.0000  ...   5.0000 1.0000 6.0000 2.0000 1.0000 5.0000 7.0000   \n",
      "2017-10-08 5.0000  ...   6.0000 1.0000 6.0000 2.0000 1.0000 5.0000 8.0000   \n",
      "2017-10-15 5.0000  ...   6.0000 1.0000 5.0000 2.0000 1.0000 5.0000 8.0000   \n",
      "2017-10-22 5.0000  ...   7.0000 1.0000 6.0000 2.0000 1.0000 5.0000 8.0000   \n",
      "\n",
      "              PIN    BRZU   GASL  \n",
      "2017-09-24 8.0000 10.0000 8.0000  \n",
      "2017-10-01 8.0000 10.0000 8.0000  \n",
      "2017-10-08 8.0000 10.0000 8.0000  \n",
      "2017-10-15 8.0000 10.0000 8.0000  \n",
      "2017-10-22 8.0000 10.0000 8.0000  \n",
      "\n",
      "[5 rows x 189 columns]\n",
      "--------------------------------------------------\n",
      "<class 'pandas.core.frame.DataFrame'>\n",
      "DatetimeIndex: 6 entries, 2017-09-17 to 2017-10-22\n",
      "Freq: W-SUN\n",
      "Columns: 189 entries, EEM to GASL\n",
      "dtypes: float64(189)\n",
      "memory usage: 8.9 KB\n",
      "None\n",
      "-------------------------------------------------------------------------------\n",
      "\n"
     ]
    }
   ],
   "source": [
    "cprint(binned_df)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "def save_raw_df(raw_df):\n",
    "    _fp = skew_dir + f'agg_raw_skew_data_{date_today}.parquet'\n",
    "    pq_save(_fp, raw_df)\n",
    "    \n",
    "def save_binned_df(binned_df):\n",
    "    _fp = skew_dir + f'agg_binned_skew_data_{date_today}.parquet'\n",
    "    pq_save(_fp, binned_df)   "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "save_raw_df(raw_df)\n",
    "save_binned_df(binned_df)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python [conda env:bayesian]",
   "language": "python",
   "name": "conda-env-bayesian-py"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.6.2"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 2
}
